scipy 1.16.2__cp314-cp314-win_arm64.whl

scipy/optimize/_optimize.py

@@ -0,0 +1,4169 @@
+#__docformat__ = "restructuredtext en"
+# ******NOTICE***************
+# optimize.py module by Travis E. Oliphant
+#
+# You may copy and use this module as you see fit with no
+# guarantee implied provided you keep this notice in all copies.
+# *****END NOTICE************
+
+# A collection of optimization algorithms. Version 0.5
+# CHANGES
+#  Added fminbound (July 2001)
+#  Added brute (Aug. 2002)
+#  Finished line search satisfying strong Wolfe conditions (Mar. 2004)
+#  Updated strong Wolfe conditions line search to use
+#  cubic-interpolation (Mar. 2004)
+
+
+# Minimization routines
+
+__all__ = ['fmin', 'fmin_powell', 'fmin_bfgs', 'fmin_ncg', 'fmin_cg',
+           'fminbound', 'brent', 'golden', 'bracket', 'rosen', 'rosen_der',
+           'rosen_hess', 'rosen_hess_prod', 'brute', 'approx_fprime',
+           'line_search', 'check_grad', 'OptimizeResult', 'show_options',
+           'OptimizeWarning']
+
+__docformat__ = "restructuredtext en"
+
+import math
+import warnings
+import sys
+import inspect
+from numpy import eye, argmin, zeros, shape, asarray, sqrt
+import numpy as np
+from scipy.linalg import cholesky, issymmetric, LinAlgError
+from scipy.sparse.linalg import LinearOperator
+from ._linesearch import (line_search_wolfe1, line_search_wolfe2,
+                          line_search_wolfe2 as line_search,
+                          LineSearchWarning)
+from ._numdiff import approx_derivative
+from scipy._lib._util import getfullargspec_no_self as _getfullargspec
+from scipy._lib._util import (MapWrapper, check_random_state, _RichResult,
+                              _call_callback_maybe_halt, _transition_to_rng)
+from scipy.optimize._differentiable_functions import ScalarFunction, FD_METHODS
+from scipy._lib._array_api import array_namespace, xp_capabilities, xp_promote
+from scipy._lib import array_api_extra as xpx
+
+
+# standard status messages of optimizers
+_status_message = {'success': 'Optimization terminated successfully.',
+                   'maxfev': 'Maximum number of function evaluations has '
+                              'been exceeded.',
+                   'maxiter': 'Maximum number of iterations has been '
+                              'exceeded.',
+                   'pr_loss': 'Desired error not necessarily achieved due '
+                              'to precision loss.',
+                   'nan': 'NaN result encountered.',
+                   'out_of_bounds': 'The result is outside of the provided '
+                                    'bounds.'}
+
+
+class MemoizeJac:
+    """Decorator that caches the return values of a function returning ``(fun, grad)``
+    each time it is called."""
+
+    def __init__(self, fun):
+        self.fun = fun
+        self.jac = None
+        self._value = None
+        self.x = None
+
+    def _compute_if_needed(self, x, *args):
+        if not np.all(x == self.x) or self._value is None or self.jac is None:
+            self.x = np.asarray(x).copy()
+            fg = self.fun(x, *args)
+            self.jac = fg[1]
+            self._value = fg[0]
+
+    def __call__(self, x, *args):
+        """ returns the function value """
+        self._compute_if_needed(x, *args)
+        return self._value
+
+    def derivative(self, x, *args):
+        self._compute_if_needed(x, *args)
+        return self.jac
+
+
+def _wrap_callback(callback, method=None):
+    """Wrap a user-provided callback so that attributes can be attached."""
+    if callback is None or method in {'tnc', 'slsqp', 'cobyla', 'cobyqa'}:
+        return callback  # don't wrap
+
+    sig = inspect.signature(callback)
+
+    if set(sig.parameters) == {'intermediate_result'}:
+        def wrapped_callback(res):
+            return callback(intermediate_result=res)
+    elif method == 'trust-constr':
+        def wrapped_callback(res):
+            return callback(np.copy(res.x), res)
+    elif method == 'differential_evolution':
+        def wrapped_callback(res):
+            return callback(np.copy(res.x), res.convergence)
+    else:
+        def wrapped_callback(res):
+            return callback(np.copy(res.x))
+
+    wrapped_callback.stop_iteration = False
+    return wrapped_callback
+
+
+class OptimizeResult(_RichResult):
+    """
+    Represents the optimization result.
+
+    Attributes
+    ----------
+    x : ndarray
+        The solution of the optimization.
+    success : bool
+        Whether or not the optimizer exited successfully.
+    status : int
+        Termination status of the optimizer. Its value depends on the
+        underlying solver. Refer to `message` for details.
+    message : str
+        Description of the cause of the termination.
+    fun : float
+        Value of objective function at `x`.
+    jac, hess : ndarray
+        Values of objective function's Jacobian and its Hessian at `x` (if
+        available). The Hessian may be an approximation, see the documentation
+        of the function in question.
+    hess_inv : object
+        Inverse of the objective function's Hessian; may be an approximation.
+        Not available for all solvers. The type of this attribute may be
+        either np.ndarray or scipy.sparse.linalg.LinearOperator.
+    nfev, njev, nhev : int
+        Number of evaluations of the objective functions and of its
+        Jacobian and Hessian.
+    nit : int
+        Number of iterations performed by the optimizer.
+    maxcv : float
+        The maximum constraint violation.
+
+    Notes
+    -----
+    Depending on the specific solver being used, `OptimizeResult` may
+    not have all attributes listed here, and they may have additional
+    attributes not listed here. Since this class is essentially a
+    subclass of dict with attribute accessors, one can see which
+    attributes are available using the `OptimizeResult.keys` method.
+
+    """
+    pass
+
+
+class OptimizeWarning(UserWarning):
+    """General warning for :mod:`scipy.optimize`."""
+    pass
+
+def _check_positive_definite(Hk):
+    def is_pos_def(A):
+        if issymmetric(A):
+            try:
+                cholesky(A)
+                return True
+            except LinAlgError:
+                return False
+        else:
+            return False
+    if Hk is not None:
+        if not is_pos_def(Hk):
+            raise ValueError("'hess_inv0' matrix isn't positive definite.")
+
+
+def _check_unknown_options(unknown_options):
+    if unknown_options:
+        msg = ", ".join(map(str, unknown_options.keys()))
+        # Stack level 4: this is called from _minimize_*, which is
+        # called from another function in SciPy. Level 4 is the first
+        # level in user code.
+        warnings.warn(f"Unknown solver options: {msg}", OptimizeWarning, stacklevel=4)
+
+
+def is_finite_scalar(x):
+    """Test whether `x` is either a finite scalar or a finite array scalar.
+
+    """
+    return np.size(x) == 1 and np.isfinite(x)
+
+
+_epsilon = sqrt(np.finfo(float).eps)
+
+
+def vecnorm(x, ord=2):
+    if ord == np.inf:
+        return np.amax(np.abs(x))
+    elif ord == -np.inf:
+        return np.amin(np.abs(x))
+    else:
+        return np.sum(np.abs(x)**ord, axis=0)**(1.0 / ord)
+
+
+def _prepare_scalar_function(fun, x0, jac=None, args=(), bounds=None,
+                             epsilon=None, finite_diff_rel_step=None,
+                             hess=None, workers=None):
+    """
+    Creates a ScalarFunction object for use with scalar minimizers
+    (BFGS/LBFGSB/SLSQP/TNC/CG/etc).
+
+    Parameters
+    ----------
+    fun : callable
+        The objective function to be minimized.
+
+            ``fun(x, *args) -> float``
+
+        where ``x`` is an 1-D array with shape (n,) and ``args``
+        is a tuple of the fixed parameters needed to completely
+        specify the function.
+    x0 : ndarray, shape (n,)
+        Initial guess. Array of real elements of size (n,),
+        where 'n' is the number of independent variables.
+    jac : {callable,  '2-point', '3-point', 'cs', None}, optional
+        Method for computing the gradient vector. If it is a callable, it
+        should be a function that returns the gradient vector:
+
+            ``jac(x, *args) -> array_like, shape (n,)``
+
+        If one of `{'2-point', '3-point', 'cs'}` is selected then the gradient
+        is calculated with a relative step for finite differences. If `None`,
+        then two-point finite differences with an absolute step is used.
+    args : tuple, optional
+        Extra arguments passed to the objective function and its
+        derivatives (`fun`, `jac` functions).
+    bounds : sequence, optional
+        Bounds on variables. 'new-style' bounds are required.
+    eps : float or ndarray
+        If ``jac is None`` the absolute step size used for numerical
+        approximation of the jacobian via forward differences.
+    finite_diff_rel_step : None or array_like, optional
+        If ``jac in ['2-point', '3-point', 'cs']`` the relative step size to
+        use for numerical approximation of the jacobian. The absolute step
+        size is computed as ``h = rel_step * sign(x0) * max(1, abs(x0))``,
+        possibly adjusted to fit into the bounds. For ``jac='3-point'``
+        the sign of `h` is ignored. If None (default) then step is selected
+        automatically.
+    hess : {callable,  '2-point', '3-point', 'cs', None}
+        Computes the Hessian matrix. If it is callable, it should return the
+        Hessian matrix:
+
+            ``hess(x, *args) -> {LinearOperator, spmatrix, array}, (n, n)``
+
+        Alternatively, the keywords {'2-point', '3-point', 'cs'} select a
+        finite difference scheme for numerical estimation.
+        Whenever the gradient is estimated via finite-differences, the Hessian
+        cannot be estimated with options {'2-point', '3-point', 'cs'} and needs
+        to be estimated using one of the quasi-Newton strategies.
+    workers : int or map-like callable, optional
+        A map-like callable, such as `multiprocessing.Pool.map` for evaluating
+        any numerical differentiation in parallel.
+        This evaluation is carried out as ``workers(fun, iterable)``, or
+        ``workers(grad, iterable)``, depending on what is being numerically
+        differentiated.
+        Alternatively, if `workers` is an int the task is subdivided into `workers`
+        sections and the function evaluated in parallel
+        (uses `multiprocessing.Pool <multiprocessing>`).
+        Supply -1 to use all available CPU cores.
+        It is recommended that a map-like be used instead of int, as repeated
+        calls to `approx_derivative` will incur large overhead from setting up
+        new processes.
+
+        .. versionadded:: 1.16.0
+
+    Returns
+    -------
+    sf : ScalarFunction
+    """
+    if callable(jac):
+        grad = jac
+    elif jac in FD_METHODS:
+        # epsilon is set to None so that ScalarFunction is made to use
+        # rel_step
+        epsilon = None
+        grad = jac
+    else:
+        # default (jac is None) is to do 2-point finite differences with
+        # absolute step size. ScalarFunction has to be provided an
+        # epsilon value that is not None to use absolute steps. This is
+        # normally the case from most _minimize* methods.
+        grad = '2-point'
+        epsilon = epsilon
+
+    if hess is None:
+        # ScalarFunction requires something for hess, so we give a dummy
+        # implementation here if nothing is provided, return a value of None
+        # so that downstream minimisers halt. The results of `fun.hess`
+        # should not be used.
+        def hess(x, *args):
+            return None
+
+    if bounds is None:
+        bounds = (-np.inf, np.inf)
+
+    # normalize workers
+    workers = workers or map
+
+    # ScalarFunction caches. Reuse of fun(x) during grad
+    # calculation reduces overall function evaluations.
+    sf = ScalarFunction(fun, x0, args, grad, hess,
+                        finite_diff_rel_step, bounds, epsilon=epsilon,
+                        workers=workers)
+
+    return sf
+
+
+def _clip_x_for_func(func, bounds):
+    # ensures that x values sent to func are clipped to bounds
+
+    # this is used as a mitigation for gh11403, slsqp/tnc sometimes
+    # suggest a move that is outside the limits by 1 or 2 ULP. This
+    # unclean fix makes sure x is strictly within bounds.
+    def eval(x):
+        x = _check_clip_x(x, bounds)
+        return func(x)
+
+    return eval
+
+
+def _check_clip_x(x, bounds):
+    if (x < bounds[0]).any() or (x > bounds[1]).any():
+        warnings.warn("Values in x were outside bounds during a "
+                      "minimize step, clipping to bounds",
+                      RuntimeWarning, stacklevel=3)
+        x = np.clip(x, bounds[0], bounds[1])
+        return x
+
+    return x
+
+
+@xp_capabilities()
+def rosen(x):
+    """
+    The Rosenbrock function.
+
+    The function computed is::
+
+        sum(100.0*(x[1:] - x[:-1]**2.0)**2.0 + (1 - x[:-1])**2.0)
+
+    Parameters
+    ----------
+    x : array_like
+        1-D array of points at which the Rosenbrock function is to be computed.
+
+    Returns
+    -------
+    f : float
+        The value of the Rosenbrock function.
+
+    See Also
+    --------
+    rosen_der, rosen_hess, rosen_hess_prod
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> from scipy.optimize import rosen
+    >>> X = 0.1 * np.arange(10)
+    >>> rosen(X)
+    76.56
+
+    For higher-dimensional input ``rosen`` broadcasts.
+    In the following example, we use this to plot a 2D landscape.
+    Note that ``rosen_hess`` does not broadcast in this manner.
+
+    >>> import matplotlib.pyplot as plt
+    >>> from mpl_toolkits.mplot3d import Axes3D
+    >>> x = np.linspace(-1, 1, 50)
+    >>> X, Y = np.meshgrid(x, x)
+    >>> ax = plt.subplot(111, projection='3d')
+    >>> ax.plot_surface(X, Y, rosen([X, Y]))
+    >>> plt.show()
+    """
+    xp = array_namespace(x)
+    x = xp_promote(x, force_floating=True, xp=xp)
+    r = xp.sum(100.0 * (x[1:] - x[:-1]**2.0)**2.0 + (1 - x[:-1])**2.0,
+               axis=0, dtype=x.dtype)
+    return r
+
+
+@xp_capabilities(skip_backends=[('jax.numpy', "JAX doesn't allow item assignment.")])
+def rosen_der(x):
+    """
+    The derivative (i.e. gradient) of the Rosenbrock function.
+
+    Parameters
+    ----------
+    x : array_like
+        1-D array of points at which the derivative is to be computed.
+
+    Returns
+    -------
+    rosen_der : (N,) ndarray
+        The gradient of the Rosenbrock function at `x`.
+
+    See Also
+    --------
+    rosen, rosen_hess, rosen_hess_prod
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> from scipy.optimize import rosen_der
+    >>> X = 0.1 * np.arange(9)
+    >>> rosen_der(X)
+    array([ -2. ,  10.6,  15.6,  13.4,   6.4,  -3. , -12.4, -19.4,  62. ])
+
+    """
+    xp = array_namespace(x)
+    x = xp_promote(x, force_floating=True, xp=xp)
+    xm = x[1:-1]
+    xm_m1 = x[:-2]
+    xm_p1 = x[2:]
+    der = xp.zeros_like(x)
+    der[1:-1] = (200 * (xm - xm_m1**2) -
+                 400 * (xm_p1 - xm**2) * xm - 2 * (1 - xm))
+    der[0] = -400 * x[0] * (x[1] - x[0]**2) - 2 * (1 - x[0])
+    der[-1] = 200 * (x[-1] - x[-2]**2)
+    return der
+
+
+@xp_capabilities(skip_backends=[('jax.numpy', "JAX doesn't allow item assignment.")])
+def rosen_hess(x):
+    """
+    The Hessian matrix of the Rosenbrock function.
+
+    Parameters
+    ----------
+    x : array_like
+        1-D array of points at which the Hessian matrix is to be computed.
+
+    Returns
+    -------
+    rosen_hess : ndarray
+        The Hessian matrix of the Rosenbrock function at `x`.
+
+    See Also
+    --------
+    rosen, rosen_der, rosen_hess_prod
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> from scipy.optimize import rosen_hess
+    >>> X = 0.1 * np.arange(4)
+    >>> rosen_hess(X)
+    array([[-38.,   0.,   0.,   0.],
+           [  0., 134., -40.,   0.],
+           [  0., -40., 130., -80.],
+           [  0.,   0., -80., 200.]])
+
+    """
+    xp = array_namespace(x)
+    x = xp_promote(x, force_floating=True, xp=xp)
+
+    H = (xpx.create_diagonal(-400 * x[:-1], offset=1, xp=xp)
+         - xpx.create_diagonal(400 * x[:-1], offset=-1, xp=xp))
+    diagonal = xp.zeros(x.shape[0], dtype=x.dtype)
+    diagonal = xpx.at(diagonal)[0].set(1200 * x[0]**2 - 400 * x[1] + 2)
+    diagonal = xpx.at(diagonal)[-1].set(200)
+    diagonal = xpx.at(diagonal)[1:-1].set(202 + 1200 * x[1:-1]**2 - 400 * x[2:])
+    return H + xpx.create_diagonal(diagonal, xp=xp)
+
+
+@xp_capabilities(skip_backends=[('jax.numpy', "JAX doesn't allow item assignment.")])
+def rosen_hess_prod(x, p):
+    """
+    Product of the Hessian matrix of the Rosenbrock function with a vector.
+
+    Parameters
+    ----------
+    x : array_like
+        1-D array of points at which the Hessian matrix is to be computed.
+    p : array_like
+        1-D array, the vector to be multiplied by the Hessian matrix.
+
+    Returns
+    -------
+    rosen_hess_prod : ndarray
+        The Hessian matrix of the Rosenbrock function at `x` multiplied
+        by the vector `p`.
+
+    See Also
+    --------
+    rosen, rosen_der, rosen_hess
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> from scipy.optimize import rosen_hess_prod
+    >>> X = 0.1 * np.arange(9)
+    >>> p = 0.5 * np.arange(9)
+    >>> rosen_hess_prod(X, p)
+    array([  -0.,   27.,  -10.,  -95., -192., -265., -278., -195., -180.])
+
+    """
+    xp = array_namespace(x, p)
+    x = xp_promote(x, force_floating=True, xp=xp)
+    x = xpx.atleast_nd(x, ndim=1, xp=xp)
+    p = xp.asarray(p, dtype=x.dtype)
+    Hp = xp.zeros(x.shape[0], dtype=x.dtype)
+    Hp[0] = (1200 * x[0]**2 - 400 * x[1] + 2) * p[0] - 400 * x[0] * p[1]
+    Hp[1:-1] = (-400 * x[:-2] * p[:-2] +
+                (202 + 1200 * x[1:-1]**2 - 400 * x[2:]) * p[1:-1] -
+                400 * x[1:-1] * p[2:])
+    Hp[-1] = -400 * x[-2] * p[-2] + 200*p[-1]
+    return Hp
+
+
+def _wrap_scalar_function(function, args):
+    # wraps a minimizer function to count number of evaluations
+    # and to easily provide an args kwd.
+    ncalls = [0]
+    if function is None:
+        return ncalls, None
+
+    def function_wrapper(x, *wrapper_args):
+        ncalls[0] += 1
+        # A copy of x is sent to the user function (gh13740)
+        fx = function(np.copy(x), *(wrapper_args + args))
+        # Ideally, we'd like to a have a true scalar returned from f(x). For
+        # backwards-compatibility, also allow np.array([1.3]), np.array([[1.3]]) etc.
+        if not np.isscalar(fx):
+            try:
+                fx = np.asarray(fx).item()
+            except (TypeError, ValueError) as e:
+                raise ValueError("The user-provided objective function "
+                                 "must return a scalar value.") from e
+        return fx
+
+    return ncalls, function_wrapper
+
+
+class _MaxFuncCallError(RuntimeError):
+    pass
+
+
+def _wrap_scalar_function_maxfun_validation(function, args, maxfun):
+    # wraps a minimizer function to count number of evaluations
+    # and to easily provide an args kwd.
+    ncalls = [0]
+    if function is None:
+        return ncalls, None
+
+    def function_wrapper(x, *wrapper_args):
+        if ncalls[0] >= maxfun:
+            raise _MaxFuncCallError("Too many function calls")
+        ncalls[0] += 1
+        # A copy of x is sent to the user function (gh13740)
+        fx = function(np.copy(x), *(wrapper_args + args))
+        # Ideally, we'd like to a have a true scalar returned from f(x). For
+        # backwards-compatibility, also allow np.array([1.3]),
+        # np.array([[1.3]]) etc.
+        if not np.isscalar(fx):
+            try:
+                fx = np.asarray(fx).item()
+            except (TypeError, ValueError) as e:
+                raise ValueError("The user-provided objective function "
+                                 "must return a scalar value.") from e
+        return fx
+
+    return ncalls, function_wrapper
+
+
+def fmin(func, x0, args=(), xtol=1e-4, ftol=1e-4, maxiter=None, maxfun=None,
+         full_output=0, disp=1, retall=0, callback=None, initial_simplex=None):
+    """
+    Minimize a function using the downhill simplex algorithm.
+
+    This algorithm only uses function values, not derivatives or second
+    derivatives.
+
+    Parameters
+    ----------
+    func : callable func(x,*args)
+        The objective function to be minimized.
+    x0 : ndarray
+        Initial guess.
+    args : tuple, optional
+        Extra arguments passed to func, i.e., ``f(x,*args)``.
+    xtol : float, optional
+        Absolute error in xopt between iterations that is acceptable for
+        convergence.
+    ftol : number, optional
+        Absolute error in func(xopt) between iterations that is acceptable for
+        convergence.
+    maxiter : int, optional
+        Maximum number of iterations to perform.
+    maxfun : number, optional
+        Maximum number of function evaluations to make.
+    full_output : bool, optional
+        Set to True if fopt and warnflag outputs are desired.
+    disp : bool, optional
+        Set to True to print convergence messages.
+    retall : bool, optional
+        Set to True to return list of solutions at each iteration.
+    callback : callable, optional
+        Called after each iteration, as callback(xk), where xk is the
+        current parameter vector.
+    initial_simplex : array_like of shape (N + 1, N), optional
+        Initial simplex. If given, overrides `x0`.
+        ``initial_simplex[j,:]`` should contain the coordinates of
+        the jth vertex of the ``N+1`` vertices in the simplex, where
+        ``N`` is the dimension.
+
+    Returns
+    -------
+    xopt : ndarray
+        Parameter that minimizes function.
+    fopt : float
+        Value of function at minimum: ``fopt = func(xopt)``.
+    iter : int
+        Number of iterations performed.
+    funcalls : int
+        Number of function calls made.
+    warnflag : int
+        1 : Maximum number of function evaluations made.
+        2 : Maximum number of iterations reached.
+    allvecs : list
+        Solution at each iteration.
+
+    See also
+    --------
+    minimize: Interface to minimization algorithms for multivariate
+        functions. See the 'Nelder-Mead' `method` in particular.
+
+    Notes
+    -----
+    Uses a Nelder-Mead simplex algorithm to find the minimum of function of
+    one or more variables.
+
+    This algorithm has a long history of successful use in applications.
+    But it will usually be slower than an algorithm that uses first or
+    second derivative information. In practice, it can have poor
+    performance in high-dimensional problems and is not robust to
+    minimizing complicated functions. Additionally, there currently is no
+    complete theory describing when the algorithm will successfully
+    converge to the minimum, or how fast it will if it does. Both the ftol and
+    xtol criteria must be met for convergence.
+
+    Examples
+    --------
+    >>> def f(x):
+    ...     return x**2
+
+    >>> from scipy import optimize
+
+    >>> minimum = optimize.fmin(f, 1)
+    Optimization terminated successfully.
+             Current function value: 0.000000
+             Iterations: 17
+             Function evaluations: 34
+    >>> minimum[0]
+    -8.8817841970012523e-16
+
+    References
+    ----------
+    .. [1] Nelder, J.A. and Mead, R. (1965), "A simplex method for function
+           minimization", The Computer Journal, 7, pp. 308-313
+
+    .. [2] Wright, M.H. (1996), "Direct Search Methods: Once Scorned, Now
+           Respectable", in Numerical Analysis 1995, Proceedings of the
+           1995 Dundee Biennial Conference in Numerical Analysis, D.F.
+           Griffiths and G.A. Watson (Eds.), Addison Wesley Longman,
+           Harlow, UK, pp. 191-208.
+
+    """
+    opts = {'xatol': xtol,
+            'fatol': ftol,
+            'maxiter': maxiter,
+            'maxfev': maxfun,
+            'disp': disp,
+            'return_all': retall,
+            'initial_simplex': initial_simplex}
+
+    callback = _wrap_callback(callback)
+    res = _minimize_neldermead(func, x0, args, callback=callback, **opts)
+    if full_output:
+        retlist = res['x'], res['fun'], res['nit'], res['nfev'], res['status']
+        if retall:
+            retlist += (res['allvecs'], )
+        return retlist
+    else:
+        if retall:
+            return res['x'], res['allvecs']
+        else:
+            return res['x']
+
+
+def _minimize_neldermead(func, x0, args=(), callback=None,
+                         maxiter=None, maxfev=None, disp=False,
+                         return_all=False, initial_simplex=None,
+                         xatol=1e-4, fatol=1e-4, adaptive=False, bounds=None,
+                         **unknown_options):
+    """
+    Minimization of scalar function of one or more variables using the
+    Nelder-Mead algorithm.
+
+    Options
+    -------
+    disp : bool
+        Set to True to print convergence messages.
+    maxiter, maxfev : int
+        Maximum allowed number of iterations and function evaluations.
+        Will default to ``N*200``, where ``N`` is the number of
+        variables, if neither `maxiter` or `maxfev` is set. If both
+        `maxiter` and `maxfev` are set, minimization will stop at the
+        first reached.
+    return_all : bool, optional
+        Set to True to return a list of the best solution at each of the
+        iterations.
+    initial_simplex : array_like of shape (N + 1, N)
+        Initial simplex. If given, overrides `x0`.
+        ``initial_simplex[j,:]`` should contain the coordinates of
+        the jth vertex of the ``N+1`` vertices in the simplex, where
+        ``N`` is the dimension.
+    xatol : float, optional
+        Absolute error in xopt between iterations that is acceptable for
+        convergence.
+    fatol : number, optional
+        Absolute error in func(xopt) between iterations that is acceptable for
+        convergence.
+    adaptive : bool, optional
+        Adapt algorithm parameters to dimensionality of problem. Useful for
+        high-dimensional minimization [1]_.
+    bounds : sequence or `Bounds`, optional
+        Bounds on variables. There are two ways to specify the bounds:
+
+        1. Instance of `Bounds` class.
+        2. Sequence of ``(min, max)`` pairs for each element in `x`. None
+           is used to specify no bound.
+
+        Note that this just clips all vertices in simplex based on
+        the bounds.
+
+    References
+    ----------
+    .. [1] Gao, F. and Han, L.
+       Implementing the Nelder-Mead simplex algorithm with adaptive
+       parameters. 2012. Computational Optimization and Applications.
+       51:1, pp. 259-277
+
+    """
+    _check_unknown_options(unknown_options)
+    maxfun = maxfev
+    retall = return_all
+
+    x0 = np.atleast_1d(x0).flatten()
+    dtype = x0.dtype if np.issubdtype(x0.dtype, np.inexact) else np.float64
+    x0 = np.asarray(x0, dtype=dtype)
+
+    if adaptive:
+        dim = float(len(x0))
+        rho = 1
+        chi = 1 + 2/dim
+        psi = 0.75 - 1/(2*dim)
+        sigma = 1 - 1/dim
+    else:
+        rho = 1
+        chi = 2
+        psi = 0.5
+        sigma = 0.5
+
+    nonzdelt = 0.05
+    zdelt = 0.00025
+
+    if bounds is not None:
+        lower_bound, upper_bound = bounds.lb, bounds.ub
+        # check bounds
+        if (lower_bound > upper_bound).any():
+            raise ValueError("Nelder Mead - one of the lower bounds "
+                             "is greater than an upper bound.")
+        if np.any(lower_bound > x0) or np.any(x0 > upper_bound):
+            warnings.warn("Initial guess is not within the specified bounds",
+                          OptimizeWarning, stacklevel=3)
+
+    if bounds is not None:
+        x0 = np.clip(x0, lower_bound, upper_bound)
+
+    if initial_simplex is None:
+        N = len(x0)
+
+        sim = np.empty((N + 1, N), dtype=x0.dtype)
+        sim[0] = x0
+        for k in range(N):
+            y = np.array(x0, copy=True)
+            if y[k] != 0:
+                y[k] = (1 + nonzdelt)*y[k]
+            else:
+                y[k] = zdelt
+            sim[k + 1] = y
+    else:
+        sim = np.atleast_2d(initial_simplex).copy()
+        dtype = sim.dtype if np.issubdtype(sim.dtype, np.inexact) else np.float64
+        sim = np.asarray(sim, dtype=dtype)
+        if sim.ndim != 2 or sim.shape[0] != sim.shape[1] + 1:
+            raise ValueError("`initial_simplex` should be an array of shape (N+1,N)")
+        if len(x0) != sim.shape[1]:
+            raise ValueError("Size of `initial_simplex` is not consistent with `x0`")
+        N = sim.shape[1]
+
+    if retall:
+        allvecs = [sim[0]]
+
+    # If neither are set, then set both to default
+    if maxiter is None and maxfun is None:
+        maxiter = N * 200
+        maxfun = N * 200
+    elif maxiter is None:
+        # Convert remaining Nones, to np.inf, unless the other is np.inf, in
+        # which case use the default to avoid unbounded iteration
+        if maxfun == np.inf:
+            maxiter = N * 200
+        else:
+            maxiter = np.inf
+    elif maxfun is None:
+        if maxiter == np.inf:
+            maxfun = N * 200
+        else:
+            maxfun = np.inf
+
+    if bounds is not None:
+        # The default simplex construction may make all entries (for a given
+        # parameter) greater than an upper bound if x0 is very close to the
+        # upper bound. If one simply clips the simplex to the bounds this could
+        # make the simplex entries degenerate. If that occurs reflect into the
+        # interior.
+        msk = sim > upper_bound
+        # reflect into the interior
+        sim = np.where(msk, 2*upper_bound - sim, sim)
+        # but make sure the reflection is no less than the lower_bound
+        sim = np.clip(sim, lower_bound, upper_bound)
+
+    one2np1 = list(range(1, N + 1))
+    fsim = np.full((N + 1,), np.inf, dtype=float)
+
+    fcalls, func = _wrap_scalar_function_maxfun_validation(func, args, maxfun)
+
+    try:
+        for k in range(N + 1):
+            fsim[k] = func(sim[k])
+    except _MaxFuncCallError:
+        pass
+    finally:
+        ind = np.argsort(fsim)
+        sim = np.take(sim, ind, 0)
+        fsim = np.take(fsim, ind, 0)
+
+    ind = np.argsort(fsim)
+    fsim = np.take(fsim, ind, 0)
+    # sort so sim[0,:] has the lowest function value
+    sim = np.take(sim, ind, 0)
+
+    iterations = 1
+
+    while (fcalls[0] < maxfun and iterations < maxiter):
+        try:
+            if (np.max(np.ravel(np.abs(sim[1:] - sim[0]))) <= xatol and
+                    np.max(np.abs(fsim[0] - fsim[1:])) <= fatol):
+                break
+
+            xbar = np.add.reduce(sim[:-1], 0) / N
+            xr = (1 + rho) * xbar - rho * sim[-1]
+            if bounds is not None:
+                xr = np.clip(xr, lower_bound, upper_bound)
+            fxr = func(xr)
+            doshrink = 0
+
+            if fxr < fsim[0]:
+                xe = (1 + rho * chi) * xbar - rho * chi * sim[-1]
+                if bounds is not None:
+                    xe = np.clip(xe, lower_bound, upper_bound)
+                fxe = func(xe)
+
+                if fxe < fxr:
+                    sim[-1] = xe
+                    fsim[-1] = fxe
+                else:
+                    sim[-1] = xr
+                    fsim[-1] = fxr
+            else:  # fsim[0] <= fxr
+                if fxr < fsim[-2]:
+                    sim[-1] = xr
+                    fsim[-1] = fxr
+                else:  # fxr >= fsim[-2]
+                    # Perform contraction
+                    if fxr < fsim[-1]:
+                        xc = (1 + psi * rho) * xbar - psi * rho * sim[-1]
+                        if bounds is not None:
+                            xc = np.clip(xc, lower_bound, upper_bound)
+                        fxc = func(xc)
+
+                        if fxc <= fxr:
+                            sim[-1] = xc
+                            fsim[-1] = fxc
+                        else:
+                            doshrink = 1
+                    else:
+                        # Perform an inside contraction
+                        xcc = (1 - psi) * xbar + psi * sim[-1]
+                        if bounds is not None:
+                            xcc = np.clip(xcc, lower_bound, upper_bound)
+                        fxcc = func(xcc)
+
+                        if fxcc < fsim[-1]:
+                            sim[-1] = xcc
+                            fsim[-1] = fxcc
+                        else:
+                            doshrink = 1
+
+                    if doshrink:
+                        for j in one2np1:
+                            sim[j] = sim[0] + sigma * (sim[j] - sim[0])
+                            if bounds is not None:
+                                sim[j] = np.clip(
+                                    sim[j], lower_bound, upper_bound)
+                            fsim[j] = func(sim[j])
+            iterations += 1
+        except _MaxFuncCallError:
+            pass
+        ind = np.argsort(fsim)
+        sim = np.take(sim, ind, 0)
+        fsim = np.take(fsim, ind, 0)
+        if retall:
+            allvecs.append(sim[0])
+        intermediate_result = OptimizeResult(x=sim[0], fun=fsim[0])
+        if _call_callback_maybe_halt(callback, intermediate_result):
+            break
+
+    x = sim[0]
+    fval = np.min(fsim)
+    warnflag = 0
+
+    if fcalls[0] >= maxfun:
+        warnflag = 1
+        msg = _status_message['maxfev']
+        if disp:
+            warnings.warn(msg, RuntimeWarning, stacklevel=3)
+    elif iterations >= maxiter:
+        warnflag = 2
+        msg = _status_message['maxiter']
+        if disp:
+            warnings.warn(msg, RuntimeWarning, stacklevel=3)
+    else:
+        msg = _status_message['success']
+        if disp:
+            print(msg)
+            print(f"         Current function value: {fval:f}")
+            print(f"         Iterations: {iterations:d}")
+            print(f"         Function evaluations: {fcalls[0]:d}")
+
+    result = OptimizeResult(fun=fval, nit=iterations, nfev=fcalls[0],
+                            status=warnflag, success=(warnflag == 0),
+                            message=msg, x=x, final_simplex=(sim, fsim))
+    if retall:
+        result['allvecs'] = allvecs
+    return result
+
+
+def approx_fprime(xk, f, epsilon=_epsilon, *args):
+    """Finite difference approximation of the derivatives of a
+    scalar or vector-valued function.
+
+    If a function maps from :math:`R^n` to :math:`R^m`, its derivatives form
+    an m-by-n matrix
+    called the Jacobian, where an element :math:`(i, j)` is a partial
+    derivative of f[i] with respect to ``xk[j]``.
+
+    Parameters
+    ----------
+    xk : array_like
+        The coordinate vector at which to determine the gradient of `f`.
+    f : callable
+        Function of which to estimate the derivatives of. Has the signature
+        ``f(xk, *args)`` where `xk` is the argument in the form of a 1-D array
+        and `args` is a tuple of any additional fixed parameters needed to
+        completely specify the function. The argument `xk` passed to this
+        function is an ndarray of shape (n,) (never a scalar even if n=1).
+        It must return a 1-D array_like of shape (m,) or a scalar.
+
+        Suppose the callable has signature ``f0(x, *my_args, **my_kwargs)``, where
+        ``my_args`` and ``my_kwargs`` are required positional and keyword arguments.
+        Rather than passing ``f0`` as the callable, wrap it to accept
+        only ``x``; e.g., pass ``fun=lambda x: f0(x, *my_args, **my_kwargs)`` as the
+        callable, where ``my_args`` (tuple) and ``my_kwargs`` (dict) have been
+        gathered before invoking this function.
+
+        .. versionchanged:: 1.9.0
+            `f` is now able to return a 1-D array-like, with the :math:`(m, n)`
+            Jacobian being estimated.
+
+    epsilon : {float, array_like}, optional
+        Increment to `xk` to use for determining the function gradient.
+        If a scalar, uses the same finite difference delta for all partial
+        derivatives. If an array, should contain one value per element of
+        `xk`. Defaults to ``sqrt(np.finfo(float).eps)``, which is approximately
+        1.49e-08.
+    \\*args : args, optional
+        Any other arguments that are to be passed to `f`.
+
+    Returns
+    -------
+    jac : ndarray
+        The partial derivatives of `f` to `xk`.
+
+    See Also
+    --------
+    check_grad : Check correctness of gradient function against approx_fprime.
+
+    Notes
+    -----
+    The function gradient is determined by the forward finite difference
+    formula::
+
+                 f(xk[i] + epsilon[i]) - f(xk[i])
+        f'[i] = ---------------------------------
+                            epsilon[i]
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> from scipy import optimize
+    >>> def func(x, c0, c1):
+    ...     "Coordinate vector `x` should be an array of size two."
+    ...     return c0 * x[0]**2 + c1*x[1]**2
+
+    >>> x = np.ones(2)
+    >>> c0, c1 = (1, 200)
+    >>> eps = np.sqrt(np.finfo(float).eps)
+    >>> optimize.approx_fprime(x, func, [eps, np.sqrt(200) * eps], c0, c1)
+    array([   2.        ,  400.00004208])
+
+    """
+    xk = np.asarray(xk, float)
+    f0 = f(xk, *args)
+
+    return approx_derivative(f, xk, method='2-point', abs_step=epsilon,
+                             args=args, f0=f0)
+
+
+@_transition_to_rng("seed", position_num=6)
+def check_grad(func, grad, x0, *args, epsilon=_epsilon,
+                direction='all', rng=None):
+    r"""Check the correctness of a gradient function by comparing it against a
+    (forward) finite-difference approximation of the gradient.
+
+    Parameters
+    ----------
+    func : callable ``func(x0, *args)``
+        Function whose derivative is to be checked.
+    grad : callable ``grad(x0, *args)``
+        Jacobian of `func`.
+    x0 : ndarray
+        Points to check `grad` against forward difference approximation of grad
+        using `func`.
+    args : \\*args, optional
+        Extra arguments passed to `func` and `grad`.
+    epsilon : float, optional
+        Step size used for the finite difference approximation. It defaults to
+        ``sqrt(np.finfo(float).eps)``, which is approximately 1.49e-08.
+    direction : str, optional
+        If set to ``'random'``, then gradients along a random vector
+        are used to check `grad` against forward difference approximation
+        using `func`. By default it is ``'all'``, in which case, all
+        the one hot direction vectors are considered to check `grad`.
+        If `func` is a vector valued function then only ``'all'`` can be used.
+    rng : `numpy.random.Generator`, optional
+        Pseudorandom number generator state. When `rng` is None, a new
+        `numpy.random.Generator` is created using entropy from the
+        operating system. Types other than `numpy.random.Generator` are
+        passed to `numpy.random.default_rng` to instantiate a ``Generator``.
+
+        The random numbers generated affect the random vector along which gradients
+        are computed to check ``grad``. Note that `rng` is only used when `direction`
+        argument is set to `'random'`.
+
+    Returns
+    -------
+    err : float
+        The square root of the sum of squares (i.e., the 2-norm) of the
+        difference between ``grad(x0, *args)`` and the finite difference
+        approximation of `grad` using func at the points `x0`.
+
+    See Also
+    --------
+    approx_fprime
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> def func(x):
+    ...     return x[0]**2 - 0.5 * x[1]**3
+    >>> def grad(x):
+    ...     return [2 * x[0], -1.5 * x[1]**2]
+    >>> from scipy.optimize import check_grad
+    >>> check_grad(func, grad, [1.5, -1.5])
+    2.9802322387695312e-08  # may vary
+    >>> rng = np.random.default_rng()
+    >>> check_grad(func, grad, [1.5, -1.5],
+    ...             direction='random', seed=rng)
+    2.9802322387695312e-08
+
+    """
+    step = epsilon
+    x0 = np.asarray(x0)
+
+    def g(w, func, x0, v, *args):
+        return func(x0 + w*v, *args)
+
+    if direction == 'random':
+        _grad = np.asanyarray(grad(x0, *args))
+        if _grad.ndim > 1:
+            raise ValueError("'random' can only be used with scalar valued"
+                             " func")
+        rng_gen = check_random_state(rng)
+        v = rng_gen.standard_normal(size=(x0.shape))
+        _args = (func, x0, v) + args
+        _func = g
+        vars = np.zeros((1,))
+        analytical_grad = np.dot(_grad, v)
+    elif direction == 'all':
+        _args = args
+        _func = func
+        vars = x0
+        analytical_grad = grad(x0, *args)
+    else:
+        raise ValueError(f"{direction} is not a valid string for "
+                         "``direction`` argument")
+
+    return np.sqrt(np.sum(np.abs(
+        (analytical_grad - approx_fprime(vars, _func, step, *_args))**2
+    )))
+
+
+def approx_fhess_p(x0, p, fprime, epsilon, *args):
+    # calculate fprime(x0) first, as this may be cached by ScalarFunction
+    f1 = fprime(*((x0,) + args))
+    f2 = fprime(*((x0 + epsilon*p,) + args))
+    return (f2 - f1) / epsilon
+
+
+class _LineSearchError(RuntimeError):
+    pass
+
+
+def _line_search_wolfe12(f, fprime, xk, pk, gfk, old_fval, old_old_fval,
+                         **kwargs):
+    """
+    Same as line_search_wolfe1, but fall back to line_search_wolfe2 if
+    suitable step length is not found, and raise an exception if a
+    suitable step length is not found.
+
+    Raises
+    ------
+    _LineSearchError
+        If no suitable step size is found
+
+    """
+
+    extra_condition = kwargs.pop('extra_condition', None)
+
+    ret = line_search_wolfe1(f, fprime, xk, pk, gfk,
+                             old_fval, old_old_fval,
+                             **kwargs)
+
+    if ret[0] is not None and extra_condition is not None:
+        xp1 = xk + ret[0] * pk
+        if not extra_condition(ret[0], xp1, ret[3], ret[5]):
+            # Reject step if extra_condition fails
+            ret = (None,)
+
+    if ret[0] is None:
+        # line search failed: try different one.
+        with warnings.catch_warnings():
+            warnings.simplefilter('ignore', LineSearchWarning)
+            kwargs2 = {}
+            for key in ('c1', 'c2', 'amax'):
+                if key in kwargs:
+                    kwargs2[key] = kwargs[key]
+            ret = line_search_wolfe2(f, fprime, xk, pk, gfk,
+                                     old_fval, old_old_fval,
+                                     extra_condition=extra_condition,
+                                     **kwargs2)
+
+    if ret[0] is None:
+        raise _LineSearchError()
+
+    return ret
+
+
+def fmin_bfgs(f, x0, fprime=None, args=(), gtol=1e-5, norm=np.inf,
+              epsilon=_epsilon, maxiter=None, full_output=0, disp=1,
+              retall=0, callback=None, xrtol=0, c1=1e-4, c2=0.9,
+              hess_inv0=None):
+    """
+    Minimize a function using the BFGS algorithm.
+
+    Parameters
+    ----------
+    f : callable ``f(x,*args)``
+        Objective function to be minimized.
+    x0 : ndarray
+        Initial guess, shape (n,)
+    fprime : callable ``f'(x,*args)``, optional
+        Gradient of f.
+    args : tuple, optional
+        Extra arguments passed to f and fprime.
+    gtol : float, optional
+        Terminate successfully if gradient norm is less than `gtol`
+    norm : float, optional
+        Order of norm (Inf is max, -Inf is min)
+    epsilon : int or ndarray, optional
+        If `fprime` is approximated, use this value for the step size.
+    callback : callable, optional
+        An optional user-supplied function to call after each
+        iteration. Called as ``callback(xk)``, where ``xk`` is the
+        current parameter vector.
+    maxiter : int, optional
+        Maximum number of iterations to perform.
+    full_output : bool, optional
+        If True, return ``fopt``, ``func_calls``, ``grad_calls``, and
+        ``warnflag`` in addition to ``xopt``.
+    disp : bool, optional
+        Print convergence message if True.
+    retall : bool, optional
+        Return a list of results at each iteration if True.
+    xrtol : float, default: 0
+        Relative tolerance for `x`. Terminate successfully if step
+        size is less than ``xk * xrtol`` where ``xk`` is the current
+        parameter vector.
+    c1 : float, default: 1e-4
+        Parameter for Armijo condition rule.
+    c2 : float, default: 0.9
+        Parameter for curvature condition rule.
+    hess_inv0 : None or ndarray, optional``
+        Initial inverse hessian estimate, shape (n, n). If None (default) then
+        the identity matrix is used.
+
+    Returns
+    -------
+    xopt : ndarray
+        Parameters which minimize f, i.e., ``f(xopt) == fopt``.
+    fopt : float
+        Minimum value.
+    gopt : ndarray
+        Value of gradient at minimum, f'(xopt), which should be near 0.
+    Bopt : ndarray
+        Value of 1/f''(xopt), i.e., the inverse Hessian matrix.
+    func_calls : int
+        Number of function_calls made.
+    grad_calls : int
+        Number of gradient calls made.
+    warnflag : integer
+        1 : Maximum number of iterations exceeded.
+        2 : Gradient and/or function calls not changing.
+        3 : NaN result encountered.
+    allvecs : list
+        The value of `xopt` at each iteration. Only returned if `retall` is
+        True.
+
+    Notes
+    -----
+    Optimize the function, `f`, whose gradient is given by `fprime`
+    using the quasi-Newton method of Broyden, Fletcher, Goldfarb,
+    and Shanno (BFGS).
+
+    Parameters `c1` and `c2` must satisfy ``0 < c1 < c2 < 1``.
+
+    See Also
+    --------
+    minimize: Interface to minimization algorithms for multivariate
+        functions. See ``method='BFGS'`` in particular.
+
+    References
+    ----------
+    Wright, and Nocedal 'Numerical Optimization', 1999, p. 198.
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> from scipy.optimize import fmin_bfgs
+    >>> def quadratic_cost(x, Q):
+    ...     return x @ Q @ x
+    ...
+    >>> x0 = np.array([-3, -4])
+    >>> cost_weight =  np.diag([1., 10.])
+    >>> # Note that a trailing comma is necessary for a tuple with single element
+    >>> fmin_bfgs(quadratic_cost, x0, args=(cost_weight,))
+    Optimization terminated successfully.
+            Current function value: 0.000000
+            Iterations: 7                   # may vary
+            Function evaluations: 24        # may vary
+            Gradient evaluations: 8         # may vary
+    array([ 2.85169950e-06, -4.61820139e-07])
+
+    >>> def quadratic_cost_grad(x, Q):
+    ...     return 2 * Q @ x
+    ...
+    >>> fmin_bfgs(quadratic_cost, x0, quadratic_cost_grad, args=(cost_weight,))
+    Optimization terminated successfully.
+            Current function value: 0.000000
+            Iterations: 7
+            Function evaluations: 8
+            Gradient evaluations: 8
+    array([ 2.85916637e-06, -4.54371951e-07])
+
+    """
+    opts = {'gtol': gtol,
+            'norm': norm,
+            'eps': epsilon,
+            'disp': disp,
+            'maxiter': maxiter,
+            'return_all': retall,
+            'xrtol': xrtol,
+            'c1': c1,
+            'c2': c2,
+            'hess_inv0': hess_inv0}
+
+    callback = _wrap_callback(callback)
+    res = _minimize_bfgs(f, x0, args, fprime, callback=callback, **opts)
+
+    if full_output:
+        retlist = (res['x'], res['fun'], res['jac'], res['hess_inv'],
+                   res['nfev'], res['njev'], res['status'])
+        if retall:
+            retlist += (res['allvecs'], )
+        return retlist
+    else:
+        if retall:
+            return res['x'], res['allvecs']
+        else:
+            return res['x']
+
+
+def _minimize_bfgs(fun, x0, args=(), jac=None, callback=None,
+                   gtol=1e-5, norm=np.inf, eps=_epsilon, maxiter=None,
+                   disp=False, return_all=False, finite_diff_rel_step=None,
+                   xrtol=0, c1=1e-4, c2=0.9,
+                   hess_inv0=None, workers=None, **unknown_options):
+    """
+    Minimization of scalar function of one or more variables using the
+    BFGS algorithm.
+
+    Options
+    -------
+    disp : bool
+        Set to True to print convergence messages.
+    maxiter : int
+        Maximum number of iterations to perform.
+    gtol : float
+        Terminate successfully if gradient norm is less than `gtol`.
+    norm : float
+        Order of norm (Inf is max, -Inf is min).
+    eps : float or ndarray
+        If `jac is None` the absolute step size used for numerical
+        approximation of the jacobian via forward differences.
+    return_all : bool, optional
+        Set to True to return a list of the best solution at each of the
+        iterations.
+    finite_diff_rel_step : None or array_like, optional
+        If ``jac in ['2-point', '3-point', 'cs']`` the relative step size to
+        use for numerical approximation of the jacobian. The absolute step
+        size is computed as ``h = rel_step * sign(x) * max(1, abs(x))``,
+        possibly adjusted to fit into the bounds. For ``jac='3-point'``
+        the sign of `h` is ignored. If None (default) then step is selected
+        automatically.
+    xrtol : float, default: 0
+        Relative tolerance for `x`. Terminate successfully if step size is
+        less than ``xk * xrtol`` where ``xk`` is the current parameter vector.
+    c1 : float, default: 1e-4
+        Parameter for Armijo condition rule.
+    c2 : float, default: 0.9
+        Parameter for curvature condition rule.
+    hess_inv0 : None or ndarray, optional
+        Initial inverse hessian estimate, shape (n, n). If None (default) then
+        the identity matrix is used.
+    workers : int, map-like callable, optional
+        A map-like callable, such as `multiprocessing.Pool.map` for evaluating
+        any numerical differentiation in parallel.
+        This evaluation is carried out as ``workers(fun, iterable)``.
+
+        .. versionadded:: 1.16.0
+
+    Notes
+    -----
+    Parameters `c1` and `c2` must satisfy ``0 < c1 < c2 < 1``.
+
+    If minimization doesn't complete successfully, with an error message of
+    ``Desired error not necessarily achieved due to precision loss``, then
+    consider setting `gtol` to a higher value. This precision loss typically
+    occurs when the (finite difference) numerical differentiation cannot provide
+    sufficient precision to satisfy the `gtol` termination criterion.
+    This can happen when working in single precision and a callable jac is not
+    provided. For single precision problems a `gtol` of 1e-3 seems to work.
+    """
+    _check_unknown_options(unknown_options)
+    _check_positive_definite(hess_inv0)
+    retall = return_all
+
+    x0 = asarray(x0).flatten()
+    if x0.ndim == 0:
+        x0.shape = (1,)
+    if maxiter is None:
+        maxiter = len(x0) * 200
+
+    sf = _prepare_scalar_function(fun, x0, jac, args=args, epsilon=eps,
+                                  finite_diff_rel_step=finite_diff_rel_step,
+                                  workers=workers)
+
+    f = sf.fun
+    myfprime = sf.grad
+
+    old_fval = f(x0)
+    gfk = myfprime(x0)
+
+    k = 0
+    N = len(x0)
+    I = np.eye(N, dtype=int)
+    Hk = I if hess_inv0 is None else hess_inv0
+
+    # Sets the initial step guess to dx ~ 1
+    old_old_fval = old_fval + np.linalg.norm(gfk) / 2
+
+    xk = x0
+    if retall:
+        allvecs = [x0]
+    warnflag = 0
+    gnorm = vecnorm(gfk, ord=norm)
+    while (gnorm > gtol) and (k < maxiter):
+        pk = -np.dot(Hk, gfk)
+        try:
+            alpha_k, fc, gc, old_fval, old_old_fval, gfkp1 = \
+                     _line_search_wolfe12(f, myfprime, xk, pk, gfk,
+                                          old_fval, old_old_fval, amin=1e-100,
+                                          amax=1e100, c1=c1, c2=c2)
+        except _LineSearchError:
+            # Line search failed to find a better solution.
+            warnflag = 2
+            break
+
+        sk = alpha_k * pk
+        xkp1 = xk + sk
+
+        if retall:
+            allvecs.append(xkp1)
+        xk = xkp1
+        if gfkp1 is None:
+            gfkp1 = myfprime(xkp1)
+
+        yk = gfkp1 - gfk
+        gfk = gfkp1
+        k += 1
+        intermediate_result = OptimizeResult(x=xk, fun=old_fval)
+        if _call_callback_maybe_halt(callback, intermediate_result):
+            break
+        gnorm = vecnorm(gfk, ord=norm)
+        if (gnorm <= gtol):
+            break
+
+        #  See Chapter 5 in  P.E. Frandsen, K. Jonasson, H.B. Nielsen,
+        #  O. Tingleff: "Unconstrained Optimization", IMM, DTU.  1999.
+        #  These notes are available here:
+        #  http://www2.imm.dtu.dk/documents/ftp/publlec.html
+        if (alpha_k*vecnorm(pk) <= xrtol*(xrtol + vecnorm(xk))):
+            break
+
+        if not np.isfinite(old_fval):
+            # We correctly found +-Inf as optimal value, or something went
+            # wrong.
+            warnflag = 2
+            break
+
+        rhok_inv = np.dot(yk, sk)
+        # this was handled in numeric, let it remains for more safety
+        # Cryptic comment above is preserved for posterity. Future reader:
+        # consider change to condition below proposed in gh-1261/gh-17345.
+        if rhok_inv == 0.:
+            rhok = 1000.0
+            if disp:
+                msg = "Divide-by-zero encountered: rhok assumed large"
+                _print_success_message_or_warn(True, msg)
+        else:
+            rhok = 1. / rhok_inv
+
+        A1 = I - sk[:, np.newaxis] * yk[np.newaxis, :] * rhok
+        A2 = I - yk[:, np.newaxis] * sk[np.newaxis, :] * rhok
+        Hk = np.dot(A1, np.dot(Hk, A2)) + (rhok * sk[:, np.newaxis] *
+                                                 sk[np.newaxis, :])
+
+    fval = old_fval
+
+    if warnflag == 2:
+        msg = _status_message['pr_loss']
+    elif k >= maxiter:
+        warnflag = 1
+        msg = _status_message['maxiter']
+    elif np.isnan(gnorm) or np.isnan(fval) or np.isnan(xk).any():
+        warnflag = 3
+        msg = _status_message['nan']
+    else:
+        msg = _status_message['success']
+
+    if disp:
+        _print_success_message_or_warn(warnflag, msg)
+        print(f"         Current function value: {fval:f}")
+        print(f"         Iterations: {k:d}")
+        print(f"         Function evaluations: {sf.nfev:d}")
+        print(f"         Gradient evaluations: {sf.ngev:d}")
+
+    result = OptimizeResult(fun=fval, jac=gfk, hess_inv=Hk, nfev=sf.nfev,
+                            njev=sf.ngev, status=warnflag,
+                            success=(warnflag == 0), message=msg, x=xk,
+                            nit=k)
+    if retall:
+        result['allvecs'] = allvecs
+    return result
+
+
+def _print_success_message_or_warn(warnflag, message, warntype=None):
+    if not warnflag:
+        print(message)
+    else:
+        warnings.warn(message, warntype or OptimizeWarning, stacklevel=3)
+
+
+def fmin_cg(f, x0, fprime=None, args=(), gtol=1e-5, norm=np.inf,
+            epsilon=_epsilon, maxiter=None, full_output=0, disp=1, retall=0,
+            callback=None, c1=1e-4, c2=0.4):
+    """
+    Minimize a function using a nonlinear conjugate gradient algorithm.
+
+    Parameters
+    ----------
+    f : callable, ``f(x, *args)``
+        Objective function to be minimized. Here `x` must be a 1-D array of
+        the variables that are to be changed in the search for a minimum, and
+        `args` are the other (fixed) parameters of `f`.
+    x0 : ndarray
+        A user-supplied initial estimate of `xopt`, the optimal value of `x`.
+        It must be a 1-D array of values.
+    fprime : callable, ``fprime(x, *args)``, optional
+        A function that returns the gradient of `f` at `x`. Here `x` and `args`
+        are as described above for `f`. The returned value must be a 1-D array.
+        Defaults to None, in which case the gradient is approximated
+        numerically (see `epsilon`, below).
+    args : tuple, optional
+        Parameter values passed to `f` and `fprime`. Must be supplied whenever
+        additional fixed parameters are needed to completely specify the
+        functions `f` and `fprime`.
+    gtol : float, optional
+        Stop when the norm of the gradient is less than `gtol`.
+    norm : float, optional
+        Order to use for the norm of the gradient
+        (``-np.inf`` is min, ``np.inf`` is max).
+    epsilon : float or ndarray, optional
+        Step size(s) to use when `fprime` is approximated numerically. Can be a
+        scalar or a 1-D array. Defaults to ``sqrt(eps)``, with eps the
+        floating point machine precision.  Usually ``sqrt(eps)`` is about
+        1.5e-8.
+    maxiter : int, optional
+        Maximum number of iterations to perform. Default is ``200 * len(x0)``.
+    full_output : bool, optional
+        If True, return `fopt`, `func_calls`, `grad_calls`, and `warnflag` in
+        addition to `xopt`.  See the Returns section below for additional
+        information on optional return values.
+    disp : bool, optional
+        If True, return a convergence message, followed by `xopt`.
+    retall : bool, optional
+        If True, add to the returned values the results of each iteration.
+    callback : callable, optional
+        An optional user-supplied function, called after each iteration.
+        Called as ``callback(xk)``, where ``xk`` is the current value of `x0`.
+    c1 : float, default: 1e-4
+        Parameter for Armijo condition rule.
+    c2 : float, default: 0.4
+        Parameter for curvature condition rule.
+
+    Returns
+    -------
+    xopt : ndarray
+        Parameters which minimize f, i.e., ``f(xopt) == fopt``.
+    fopt : float, optional
+        Minimum value found, f(xopt). Only returned if `full_output` is True.
+    func_calls : int, optional
+        The number of function_calls made. Only returned if `full_output`
+        is True.
+    grad_calls : int, optional
+        The number of gradient calls made. Only returned if `full_output` is
+        True.
+    warnflag : int, optional
+        Integer value with warning status, only returned if `full_output` is
+        True.
+
+        0 : Success.
+
+        1 : The maximum number of iterations was exceeded.
+
+        2 : Gradient and/or function calls were not changing. May indicate
+            that precision was lost, i.e., the routine did not converge.
+
+        3 : NaN result encountered.
+
+    allvecs : list of ndarray, optional
+        List of arrays, containing the results at each iteration.
+        Only returned if `retall` is True.
+
+    See Also
+    --------
+    minimize : common interface to all `scipy.optimize` algorithms for
+               unconstrained and constrained minimization of multivariate
+               functions. It provides an alternative way to call
+               ``fmin_cg``, by specifying ``method='CG'``.
+
+    Notes
+    -----
+    This conjugate gradient algorithm is based on that of Polak and Ribiere
+    [1]_.
+
+    Conjugate gradient methods tend to work better when:
+
+    1. `f` has a unique global minimizing point, and no local minima or
+       other stationary points,
+    2. `f` is, at least locally, reasonably well approximated by a
+       quadratic function of the variables,
+    3. `f` is continuous and has a continuous gradient,
+    4. `fprime` is not too large, e.g., has a norm less than 1000,
+    5. The initial guess, `x0`, is reasonably close to `f` 's global
+       minimizing point, `xopt`.
+
+    Parameters `c1` and `c2` must satisfy ``0 < c1 < c2 < 1``.
+
+    References
+    ----------
+    .. [1] Wright & Nocedal, "Numerical Optimization", 1999, pp. 120-122.
+
+    Examples
+    --------
+    Example 1: seek the minimum value of the expression
+    ``a*u**2 + b*u*v + c*v**2 + d*u + e*v + f`` for given values
+    of the parameters and an initial guess ``(u, v) = (0, 0)``.
+
+    >>> import numpy as np
+    >>> args = (2, 3, 7, 8, 9, 10)  # parameter values
+    >>> def f(x, *args):
+    ...     u, v = x
+    ...     a, b, c, d, e, f = args
+    ...     return a*u**2 + b*u*v + c*v**2 + d*u + e*v + f
+    >>> def gradf(x, *args):
+    ...     u, v = x
+    ...     a, b, c, d, e, f = args
+    ...     gu = 2*a*u + b*v + d     # u-component of the gradient
+    ...     gv = b*u + 2*c*v + e     # v-component of the gradient
+    ...     return np.asarray((gu, gv))
+    >>> x0 = np.asarray((0, 0))  # Initial guess.
+    >>> from scipy import optimize
+    >>> res1 = optimize.fmin_cg(f, x0, fprime=gradf, args=args)
+    Optimization terminated successfully.
+             Current function value: 1.617021
+             Iterations: 4
+             Function evaluations: 8
+             Gradient evaluations: 8
+    >>> res1
+    array([-1.80851064, -0.25531915])
+
+    Example 2: solve the same problem using the `minimize` function.
+    (This `myopts` dictionary shows all of the available options,
+    although in practice only non-default values would be needed.
+    The returned value will be a dictionary.)
+
+    >>> opts = {'maxiter' : None,    # default value.
+    ...         'disp' : True,    # non-default value.
+    ...         'gtol' : 1e-5,    # default value.
+    ...         'norm' : np.inf,  # default value.
+    ...         'eps' : 1.4901161193847656e-08}  # default value.
+    >>> res2 = optimize.minimize(f, x0, jac=gradf, args=args,
+    ...                          method='CG', options=opts)
+    Optimization terminated successfully.
+            Current function value: 1.617021
+            Iterations: 4
+            Function evaluations: 8
+            Gradient evaluations: 8
+    >>> res2.x  # minimum found
+    array([-1.80851064, -0.25531915])
+
+    """
+    opts = {'gtol': gtol,
+            'norm': norm,
+            'eps': epsilon,
+            'disp': disp,
+            'maxiter': maxiter,
+            'return_all': retall}
+
+    callback = _wrap_callback(callback)
+    res = _minimize_cg(f, x0, args, fprime, callback=callback, c1=c1, c2=c2,
+                       **opts)
+
+    if full_output:
+        retlist = res['x'], res['fun'], res['nfev'], res['njev'], res['status']
+        if retall:
+            retlist += (res['allvecs'], )
+        return retlist
+    else:
+        if retall:
+            return res['x'], res['allvecs']
+        else:
+            return res['x']
+
+
+def _minimize_cg(fun, x0, args=(), jac=None, callback=None,
+                 gtol=1e-5, norm=np.inf, eps=_epsilon, maxiter=None,
+                 disp=False, return_all=False, finite_diff_rel_step=None,
+                 c1=1e-4, c2=0.4, workers=None,
+                 **unknown_options):
+    """
+    Minimization of scalar function of one or more variables using the
+    conjugate gradient algorithm.
+
+    Options
+    -------
+    disp : bool
+        Set to True to print convergence messages.
+    maxiter : int
+        Maximum number of iterations to perform.
+    gtol : float
+        Gradient norm must be less than `gtol` before successful
+        termination.
+    norm : float
+        Order of norm (Inf is max, -Inf is min).
+    eps : float or ndarray
+        If `jac is None` the absolute step size used for numerical
+        approximation of the jacobian via forward differences.
+    return_all : bool, optional
+        Set to True to return a list of the best solution at each of the
+        iterations.
+    finite_diff_rel_step : None or array_like, optional
+        If ``jac in ['2-point', '3-point', 'cs']`` the relative step size to
+        use for numerical approximation of the jacobian. The absolute step
+        size is computed as ``h = rel_step * sign(x) * max(1, abs(x))``,
+        possibly adjusted to fit into the bounds. For ``jac='3-point'``
+        the sign of `h` is ignored. If None (default) then step is selected
+        automatically.
+    c1 : float, default: 1e-4
+        Parameter for Armijo condition rule.
+    c2 : float, default: 0.4
+        Parameter for curvature condition rule.
+    workers : int, map-like callable, optional
+        A map-like callable, such as `multiprocessing.Pool.map` for evaluating
+        any numerical differentiation in parallel.
+        This evaluation is carried out as ``workers(fun, iterable)``.
+
+        .. versionadded:: 1.16.0
+
+    Notes
+    -----
+    Parameters `c1` and `c2` must satisfy ``0 < c1 < c2 < 1``.
+    """
+    _check_unknown_options(unknown_options)
+
+    retall = return_all
+
+    x0 = asarray(x0).flatten()
+    if maxiter is None:
+        maxiter = len(x0) * 200
+
+    sf = _prepare_scalar_function(fun, x0, jac=jac, args=args, epsilon=eps,
+                                  finite_diff_rel_step=finite_diff_rel_step,
+                                  workers=workers)
+
+    f = sf.fun
+    myfprime = sf.grad
+
+    old_fval = f(x0)
+    gfk = myfprime(x0)
+
+    k = 0
+    xk = x0
+    # Sets the initial step guess to dx ~ 1
+    old_old_fval = old_fval + np.linalg.norm(gfk) / 2
+
+    if retall:
+        allvecs = [xk]
+    warnflag = 0
+    pk = -gfk
+    gnorm = vecnorm(gfk, ord=norm)
+
+    sigma_3 = 0.01
+
+    while (gnorm > gtol) and (k < maxiter):
+        deltak = np.dot(gfk, gfk)
+
+        cached_step = [None]
+
+        def polak_ribiere_powell_step(alpha, gfkp1=None):
+            xkp1 = xk + alpha * pk
+            if gfkp1 is None:
+                gfkp1 = myfprime(xkp1)
+            yk = gfkp1 - gfk
+            beta_k = max(0, np.dot(yk, gfkp1) / deltak)
+            pkp1 = -gfkp1 + beta_k * pk
+            gnorm = vecnorm(gfkp1, ord=norm)
+            return (alpha, xkp1, pkp1, gfkp1, gnorm)
+
+        def descent_condition(alpha, xkp1, fp1, gfkp1):
+            # Polak-Ribiere+ needs an explicit check of a sufficient
+            # descent condition, which is not guaranteed by strong Wolfe.
+            #
+            # See Gilbert & Nocedal, "Global convergence properties of
+            # conjugate gradient methods for optimization",
+            # SIAM J. Optimization 2, 21 (1992).
+            cached_step[:] = polak_ribiere_powell_step(alpha, gfkp1)
+            alpha, xk, pk, gfk, gnorm = cached_step
+
+            # Accept step if it leads to convergence.
+            if gnorm <= gtol:
+                return True
+
+            # Accept step if sufficient descent condition applies.
+            return np.dot(pk, gfk) <= -sigma_3 * np.dot(gfk, gfk)
+
+        try:
+            alpha_k, fc, gc, old_fval, old_old_fval, gfkp1 = \
+                     _line_search_wolfe12(f, myfprime, xk, pk, gfk, old_fval,
+                                          old_old_fval, c1=c1, c2=c2, amin=1e-100,
+                                          amax=1e100, extra_condition=descent_condition)
+        except _LineSearchError:
+            # Line search failed to find a better solution.
+            warnflag = 2
+            break
+
+        # Reuse already computed results if possible
+        if alpha_k == cached_step[0]:
+            alpha_k, xk, pk, gfk, gnorm = cached_step
+        else:
+            alpha_k, xk, pk, gfk, gnorm = polak_ribiere_powell_step(alpha_k, gfkp1)
+
+        if retall:
+            allvecs.append(xk)
+        k += 1
+        intermediate_result = OptimizeResult(x=xk, fun=old_fval)
+        if _call_callback_maybe_halt(callback, intermediate_result):
+            break
+
+    fval = old_fval
+    if warnflag == 2:
+        msg = _status_message['pr_loss']
+    elif k >= maxiter:
+        warnflag = 1
+        msg = _status_message['maxiter']
+    elif np.isnan(gnorm) or np.isnan(fval) or np.isnan(xk).any():
+        warnflag = 3
+        msg = _status_message['nan']
+    else:
+        msg = _status_message['success']
+
+    if disp:
+        _print_success_message_or_warn(warnflag, msg)
+        print(f"         Current function value: {fval:f}")
+        print(f"         Iterations: {k:d}")
+        print(f"         Function evaluations: {sf.nfev:d}")
+        print(f"         Gradient evaluations: {sf.ngev:d}")
+
+    result = OptimizeResult(fun=fval, jac=gfk, nfev=sf.nfev,
+                            njev=sf.ngev, status=warnflag,
+                            success=(warnflag == 0), message=msg, x=xk,
+                            nit=k)
+    if retall:
+        result['allvecs'] = allvecs
+    return result
+
+
+def fmin_ncg(f, x0, fprime, fhess_p=None, fhess=None, args=(), avextol=1e-5,
+             epsilon=_epsilon, maxiter=None, full_output=0, disp=1, retall=0,
+             callback=None, c1=1e-4, c2=0.9):
+    """
+    Unconstrained minimization of a function using the Newton-CG method.
+
+    Parameters
+    ----------
+    f : callable ``f(x, *args)``
+        Objective function to be minimized.
+    x0 : ndarray
+        Initial guess.
+    fprime : callable ``f'(x, *args)``
+        Gradient of f.
+    fhess_p : callable ``fhess_p(x, p, *args)``, optional
+        Function which computes the Hessian of f times an
+        arbitrary vector, p.
+    fhess : callable ``fhess(x, *args)``, optional
+        Function to compute the Hessian matrix of f.
+    args : tuple, optional
+        Extra arguments passed to f, fprime, fhess_p, and fhess
+        (the same set of extra arguments is supplied to all of
+        these functions).
+    epsilon : float or ndarray, optional
+        If fhess is approximated, use this value for the step size.
+    callback : callable, optional
+        An optional user-supplied function which is called after
+        each iteration. Called as callback(xk), where xk is the
+        current parameter vector.
+    avextol : float, optional
+        Convergence is assumed when the average relative error in
+        the minimizer falls below this amount.
+    maxiter : int, optional
+        Maximum number of iterations to perform.
+    full_output : bool, optional
+        If True, return the optional outputs.
+    disp : bool, optional
+        If True, print convergence message.
+    retall : bool, optional
+        If True, return a list of results at each iteration.
+    c1 : float, default: 1e-4
+        Parameter for Armijo condition rule.
+    c2 : float, default: 0.9
+        Parameter for curvature condition rule
+
+    Returns
+    -------
+    xopt : ndarray
+        Parameters which minimize f, i.e., ``f(xopt) == fopt``.
+    fopt : float
+        Value of the function at xopt, i.e., ``fopt = f(xopt)``.
+    fcalls : int
+        Number of function calls made.
+    gcalls : int
+        Number of gradient calls made.
+    hcalls : int
+        Number of Hessian calls made.
+    warnflag : int
+        Warnings generated by the algorithm.
+        1 : Maximum number of iterations exceeded.
+        2 : Line search failure (precision loss).
+        3 : NaN result encountered.
+    allvecs : list
+        The result at each iteration, if retall is True (see below).
+
+    See also
+    --------
+    minimize: Interface to minimization algorithms for multivariate
+        functions. See the 'Newton-CG' `method` in particular.
+
+    Notes
+    -----
+    Only one of `fhess_p` or `fhess` need to be given.  If `fhess`
+    is provided, then `fhess_p` will be ignored. If neither `fhess`
+    nor `fhess_p` is provided, then the hessian product will be
+    approximated using finite differences on `fprime`. `fhess_p`
+    must compute the hessian times an arbitrary vector. If it is not
+    given, finite-differences on `fprime` are used to compute
+    it.
+
+    Newton-CG methods are also called truncated Newton methods. This
+    function differs from scipy.optimize.fmin_tnc because
+
+    1. scipy.optimize.fmin_ncg is written purely in Python using NumPy
+        and scipy while scipy.optimize.fmin_tnc calls a C function.
+    2. scipy.optimize.fmin_ncg is only for unconstrained minimization
+        while scipy.optimize.fmin_tnc is for unconstrained minimization
+        or box constrained minimization. (Box constraints give
+        lower and upper bounds for each variable separately.)
+
+    Parameters `c1` and `c2` must satisfy ``0 < c1 < c2 < 1``.
+
+    References
+    ----------
+    Wright & Nocedal, 'Numerical Optimization', 1999, p. 140.
+
+    """
+    opts = {'xtol': avextol,
+            'eps': epsilon,
+            'maxiter': maxiter,
+            'disp': disp,
+            'return_all': retall}
+
+    callback = _wrap_callback(callback)
+    res = _minimize_newtoncg(f, x0, args, fprime, fhess, fhess_p,
+                             callback=callback, c1=c1, c2=c2, **opts)
+
+    if full_output:
+        retlist = (res['x'], res['fun'], res['nfev'], res['njev'],
+                   res['nhev'], res['status'])
+        if retall:
+            retlist += (res['allvecs'], )
+        return retlist
+    else:
+        if retall:
+            return res['x'], res['allvecs']
+        else:
+            return res['x']
+
+
+def _minimize_newtoncg(fun, x0, args=(), jac=None, hess=None, hessp=None,
+                       callback=None, xtol=1e-5, eps=_epsilon, maxiter=None,
+                       disp=False, return_all=False, c1=1e-4, c2=0.9, workers=None,
+                       **unknown_options):
+    """
+    Minimization of scalar function of one or more variables using the
+    Newton-CG algorithm.
+
+    Note that the `jac` parameter (Jacobian) is required.
+
+    Options
+    -------
+    disp : bool
+        Set to True to print convergence messages.
+    xtol : float
+        Average relative error in solution `xopt` acceptable for
+        convergence.
+    maxiter : int
+        Maximum number of iterations to perform.
+    eps : float or ndarray
+        If `hessp` is approximated, use this value for the step size.
+    return_all : bool, optional
+        Set to True to return a list of the best solution at each of the
+        iterations.
+    c1 : float, default: 1e-4
+        Parameter for Armijo condition rule.
+    c2 : float, default: 0.9
+        Parameter for curvature condition rule.
+    workers : int, map-like callable, optional
+        A map-like callable, such as `multiprocessing.Pool.map` for evaluating
+        any numerical differentiation in parallel.
+        This evaluation is carried out as ``workers(fun, iterable)``.
+
+        .. versionadded:: 1.16.0
+
+    Notes
+    -----
+    Parameters `c1` and `c2` must satisfy ``0 < c1 < c2 < 1``.
+    """
+    _check_unknown_options(unknown_options)
+    if jac is None:
+        raise ValueError('Jacobian is required for Newton-CG method')
+    fhess_p = hessp
+    fhess = hess
+    avextol = xtol
+    epsilon = eps
+    retall = return_all
+
+    x0 = asarray(x0).flatten()
+    # TODO: add hessp (callable or FD) to ScalarFunction?
+    sf = _prepare_scalar_function(
+        fun, x0, jac, args=args, epsilon=eps, hess=hess, workers=workers
+    )
+    f = sf.fun
+    fprime = sf.grad
+    _h = sf.hess(x0)
+
+    # Logic for hess/hessp
+    # - If a callable(hess) is provided, then use that
+    # - If hess is a FD_METHOD, or the output from hess(x) is a LinearOperator
+    #   then create a hessp function using those.
+    # - If hess is None but you have callable(hessp) then use the hessp.
+    # - If hess and hessp are None then approximate hessp using the grad/jac.
+
+    if (hess in FD_METHODS or isinstance(_h, LinearOperator)):
+        fhess = None
+
+        def _hessp(x, p, *args):
+            return sf.hess(x).dot(p)
+
+        fhess_p = _hessp
+
+    def terminate(warnflag, msg):
+        if disp:
+            _print_success_message_or_warn(warnflag, msg)
+            print(f"         Current function value: {old_fval:f}")
+            print(f"         Iterations: {k:d}")
+            print(f"         Function evaluations: {sf.nfev:d}")
+            print(f"         Gradient evaluations: {sf.ngev:d}")
+            print(f"         Hessian evaluations: {hcalls:d}")
+        fval = old_fval
+        result = OptimizeResult(fun=fval, jac=gfk, nfev=sf.nfev,
+                                njev=sf.ngev, nhev=hcalls, status=warnflag,
+                                success=(warnflag == 0), message=msg, x=xk,
+                                nit=k)
+        if retall:
+            result['allvecs'] = allvecs
+        return result
+
+    hcalls = 0
+    if maxiter is None:
+        maxiter = len(x0)*200
+    cg_maxiter = 20*len(x0)
+
+    xtol = len(x0) * avextol
+    # Make sure we enter the while loop.
+    update_l1norm = np.finfo(float).max
+    xk = np.copy(x0)
+    if retall:
+        allvecs = [xk]
+    k = 0
+    gfk = None
+    old_fval = f(x0)
+    old_old_fval = None
+    float64eps = np.finfo(np.float64).eps
+    while update_l1norm > xtol:
+        if k >= maxiter:
+            msg = "Warning: " + _status_message['maxiter']
+            return terminate(1, msg)
+        # Compute a search direction pk by applying the CG method to
+        #  del2 f(xk) p = - grad f(xk) starting from 0.
+        b = -fprime(xk)
+        maggrad = np.linalg.norm(b, ord=1)
+        eta = min(0.5, math.sqrt(maggrad))
+        termcond = eta * maggrad
+        xsupi = zeros(len(x0), dtype=x0.dtype)
+        ri = -b
+        psupi = -ri
+        i = 0
+        dri0 = np.dot(ri, ri)
+
+        if fhess is not None:             # you want to compute hessian once.
+            A = sf.hess(xk)
+            hcalls += 1
+
+        for k2 in range(cg_maxiter):
+            if np.add.reduce(np.abs(ri)) <= termcond:
+                break
+            if fhess is None:
+                if fhess_p is None:
+                    Ap = approx_fhess_p(xk, psupi, fprime, epsilon)
+                else:
+                    Ap = fhess_p(xk, psupi, *args)
+                    hcalls += 1
+            else:
+                # hess was supplied as a callable or hessian update strategy, so
+                # A is a dense numpy array or sparse array
+                Ap = A.dot(psupi)
+            # check curvature
+            Ap = asarray(Ap).squeeze()  # get rid of matrices...
+            curv = np.dot(psupi, Ap)
+            if 0 <= curv <= 3 * float64eps:
+                break
+            elif curv < 0:
+                if (i > 0):
+                    break
+                else:
+                    # fall back to steepest descent direction
+                    xsupi = dri0 / (-curv) * b
+                    break
+            alphai = dri0 / curv
+            xsupi += alphai * psupi
+            ri += alphai * Ap
+            dri1 = np.dot(ri, ri)
+            betai = dri1 / dri0
+            psupi = -ri + betai * psupi
+            i += 1
+            dri0 = dri1          # update np.dot(ri,ri) for next time.
+        else:
+            # curvature keeps increasing, bail out
+            msg = ("Warning: CG iterations didn't converge. The Hessian is not "
+                   "positive definite.")
+            return terminate(3, msg)
+
+        pk = xsupi  # search direction is solution to system.
+        gfk = -b    # gradient at xk
+
+        try:
+            alphak, fc, gc, old_fval, old_old_fval, gfkp1 = \
+                     _line_search_wolfe12(f, fprime, xk, pk, gfk,
+                                          old_fval, old_old_fval, c1=c1, c2=c2)
+        except _LineSearchError:
+            # Line search failed to find a better solution.
+            msg = "Warning: " + _status_message['pr_loss']
+            return terminate(2, msg)
+
+        update = alphak * pk
+        xk += update        # upcast if necessary
+        if retall:
+            allvecs.append(xk)
+        k += 1
+        intermediate_result = OptimizeResult(x=xk, fun=old_fval)
+        if _call_callback_maybe_halt(callback, intermediate_result):
+            return terminate(5, "")
+        update_l1norm = np.linalg.norm(update, ord=1)
+
+    else:
+        if np.isnan(old_fval) or np.isnan(update_l1norm):
+            return terminate(3, _status_message['nan'])
+
+        msg = _status_message['success']
+        return terminate(0, msg)
+
+
+def fminbound(func, x1, x2, args=(), xtol=1e-5, maxfun=500,
+              full_output=0, disp=1):
+    """Bounded minimization for scalar functions.
+
+    Parameters
+    ----------
+    func : callable f(x,*args)
+        Objective function to be minimized (must accept and return scalars).
+    x1, x2 : float or array scalar
+        Finite optimization bounds.
+    args : tuple, optional
+        Extra arguments passed to function.
+    xtol : float, optional
+        The convergence tolerance.
+    maxfun : int, optional
+        Maximum number of function evaluations allowed.
+    full_output : bool, optional
+        If True, return optional outputs.
+    disp: int, optional
+        If non-zero, print messages.
+
+        ``0`` : no message printing.
+
+        ``1`` : non-convergence notification messages only.
+
+        ``2`` : print a message on convergence too.
+
+        ``3`` : print iteration results.
+
+    Returns
+    -------
+    xopt : ndarray
+        Parameters (over given interval) which minimize the
+        objective function.
+    fval : number
+        (Optional output) The function value evaluated at the minimizer.
+    ierr : int
+        (Optional output) An error flag (0 if converged, 1 if maximum number of
+        function calls reached).
+    numfunc : int
+        (Optional output) The number of function calls made.
+
+    See also
+    --------
+    minimize_scalar: Interface to minimization algorithms for scalar
+        univariate functions. See the 'Bounded' `method` in particular.
+
+    Notes
+    -----
+    Finds a local minimizer of the scalar function `func` in the
+    interval x1 < xopt < x2 using Brent's method. (See `brent`
+    for auto-bracketing.)
+
+    References
+    ----------
+    .. [1] Forsythe, G.E., M. A. Malcolm, and C. B. Moler. "Computer Methods
+           for Mathematical Computations." Prentice-Hall Series in Automatic
+           Computation 259 (1977).
+    .. [2] Brent, Richard P. Algorithms for Minimization Without Derivatives.
+           Courier Corporation, 2013.
+
+    Examples
+    --------
+    `fminbound` finds the minimizer of the function in the given range.
+    The following examples illustrate this.
+
+    >>> from scipy import optimize
+    >>> def f(x):
+    ...     return (x-1)**2
+    >>> minimizer = optimize.fminbound(f, -4, 4)
+    >>> minimizer
+    1.0
+    >>> minimum = f(minimizer)
+    >>> minimum
+    0.0
+    >>> res = optimize.fminbound(f, 3, 4, full_output=True)
+    >>> minimizer, fval, ierr, numfunc = res
+    >>> minimizer
+    3.000005960860986
+    >>> minimum = f(minimizer)
+    >>> minimum, fval
+    (4.000023843479476, 4.000023843479476)
+    """
+    options = {'xatol': xtol,
+               'maxiter': maxfun,
+               'disp': disp}
+
+    res = _minimize_scalar_bounded(func, (x1, x2), args, **options)
+    if full_output:
+        return res['x'], res['fun'], res['status'], res['nfev']
+    else:
+        return res['x']
+
+
+def _minimize_scalar_bounded(func, bounds, args=(),
+                             xatol=1e-5, maxiter=500, disp=0,
+                             **unknown_options):
+    """
+    Options
+    -------
+    maxiter : int
+        Maximum number of iterations to perform.
+    disp: int, optional
+        If non-zero, print messages.
+
+        ``0`` : no message printing.
+
+        ``1`` : non-convergence notification messages only.
+
+        ``2`` : print a message on convergence too.
+
+        ``3`` : print iteration results.
+
+    xatol : float
+        Absolute error in solution `xopt` acceptable for convergence.
+
+    """
+    _check_unknown_options(unknown_options)
+    maxfun = maxiter
+    # Test bounds are of correct form
+    if len(bounds) != 2:
+        raise ValueError('bounds must have two elements.')
+    x1, x2 = bounds
+
+    if not (is_finite_scalar(x1) and is_finite_scalar(x2)):
+        raise ValueError("Optimization bounds must be finite scalars.")
+
+    if x1 > x2:
+        raise ValueError("The lower bound exceeds the upper bound.")
+
+    flag = 0
+    header = ' Func-count     x          f(x)          Procedure'
+    step = '       initial'
+
+    sqrt_eps = sqrt(2.2e-16)
+    golden_mean = 0.5 * (3.0 - sqrt(5.0))
+    a, b = x1, x2
+    fulc = a + golden_mean * (b - a)
+    nfc, xf = fulc, fulc
+    rat = e = 0.0
+    x = xf
+    fx = func(x, *args)
+    num = 1
+    fmin_data = (1, xf, fx)
+    fu = np.inf
+
+    ffulc = fnfc = fx
+    xm = 0.5 * (a + b)
+    tol1 = sqrt_eps * np.abs(xf) + xatol / 3.0
+    tol2 = 2.0 * tol1
+
+    if disp > 2:
+        print(" ")
+        print(header)
+        print("%5.0f   %12.6g %12.6g %s" % (fmin_data + (step,)))
+
+    while (np.abs(xf - xm) > (tol2 - 0.5 * (b - a))):
+        golden = 1
+        # Check for parabolic fit
+        if np.abs(e) > tol1:
+            golden = 0
+            r = (xf - nfc) * (fx - ffulc)
+            q = (xf - fulc) * (fx - fnfc)
+            p = (xf - fulc) * q - (xf - nfc) * r
+            q = 2.0 * (q - r)
+            if q > 0.0:
+                p = -p
+            q = np.abs(q)
+            r = e
+            e = rat
+
+            # Check for acceptability of parabola
+            if ((np.abs(p) < np.abs(0.5*q*r)) and (p > q*(a - xf)) and
+                    (p < q * (b - xf))):
+                rat = (p + 0.0) / q
+                x = xf + rat
+                step = '       parabolic'
+
+                if ((x - a) < tol2) or ((b - x) < tol2):
+                    si = np.sign(xm - xf) + ((xm - xf) == 0)
+                    rat = tol1 * si
+            else:      # do a golden-section step
+                golden = 1
+
+        if golden:  # do a golden-section step
+            if xf >= xm:
+                e = a - xf
+            else:
+                e = b - xf
+            rat = golden_mean*e
+            step = '       golden'
+
+        si = np.sign(rat) + (rat == 0)
+        x = xf + si * np.maximum(np.abs(rat), tol1)
+        fu = func(x, *args)
+        num += 1
+        fmin_data = (num, x, fu)
+        if disp > 2:
+            print("%5.0f   %12.6g %12.6g %s" % (fmin_data + (step,)))
+
+        if fu <= fx:
+            if x >= xf:
+                a = xf
+            else:
+                b = xf
+            fulc, ffulc = nfc, fnfc
+            nfc, fnfc = xf, fx
+            xf, fx = x, fu
+        else:
+            if x < xf:
+                a = x
+            else:
+                b = x
+            if (fu <= fnfc) or (nfc == xf):
+                fulc, ffulc = nfc, fnfc
+                nfc, fnfc = x, fu
+            elif (fu <= ffulc) or (fulc == xf) or (fulc == nfc):
+                fulc, ffulc = x, fu
+
+        xm = 0.5 * (a + b)
+        tol1 = sqrt_eps * np.abs(xf) + xatol / 3.0
+        tol2 = 2.0 * tol1
+
+        if num >= maxfun:
+            flag = 1
+            break
+
+    if np.isnan(xf) or np.isnan(fx) or np.isnan(fu):
+        flag = 2
+
+    fval = fx
+    if disp > 0:
+        _endprint(x, flag, fval, maxfun, xatol, disp)
+
+    result = OptimizeResult(fun=fval, status=flag, success=(flag == 0),
+                            message={0: 'Solution found.',
+                                     1: 'Maximum number of function calls '
+                                        'reached.',
+                                     2: _status_message['nan']}.get(flag, ''),
+                            x=xf, nfev=num, nit=num)
+
+    return result
+
+
+class Brent:
+    #need to rethink design of __init__
+    def __init__(self, func, args=(), tol=1.48e-8, maxiter=500,
+                 full_output=0, disp=0):
+        self.func = func
+        self.args = args
+        self.tol = tol
+        self.maxiter = maxiter
+        self._mintol = 1.0e-11
+        self._cg = 0.3819660
+        self.xmin = None
+        self.fval = None
+        self.iter = 0
+        self.funcalls = 0
+        self.disp = disp
+
+    # need to rethink design of set_bracket (new options, etc.)
+    def set_bracket(self, brack=None):
+        self.brack = brack
+
+    def get_bracket_info(self):
+        #set up
+        func = self.func
+        args = self.args
+        brack = self.brack
+        ### BEGIN core bracket_info code ###
+        ### carefully DOCUMENT any CHANGES in core ##
+        if brack is None:
+            xa, xb, xc, fa, fb, fc, funcalls = bracket(func, args=args)
+        elif len(brack) == 2:
+            xa, xb, xc, fa, fb, fc, funcalls = bracket(func, xa=brack[0],
+                                                       xb=brack[1], args=args)
+        elif len(brack) == 3:
+            xa, xb, xc = brack
+            if (xa > xc):  # swap so xa < xc can be assumed
+                xc, xa = xa, xc
+            if not ((xa < xb) and (xb < xc)):
+                raise ValueError(
+                    "Bracketing values (xa, xb, xc) do not"
+                    " fulfill this requirement: (xa < xb) and (xb < xc)"
+                )
+            fa = func(*((xa,) + args))
+            fb = func(*((xb,) + args))
+            fc = func(*((xc,) + args))
+            if not ((fb < fa) and (fb < fc)):
+                raise ValueError(
+                    "Bracketing values (xa, xb, xc) do not fulfill"
+                    " this requirement: (f(xb) < f(xa)) and (f(xb) < f(xc))"
+                )
+
+            funcalls = 3
+        else:
+            raise ValueError("Bracketing interval must be "
+                             "length 2 or 3 sequence.")
+        ### END core bracket_info code ###
+
+        return xa, xb, xc, fa, fb, fc, funcalls
+
+    def optimize(self):
+        # set up for optimization
+        func = self.func
+        xa, xb, xc, fa, fb, fc, funcalls = self.get_bracket_info()
+        _mintol = self._mintol
+        _cg = self._cg
+        #################################
+        #BEGIN CORE ALGORITHM
+        #################################
+        x = w = v = xb
+        fw = fv = fx = fb
+        if (xa < xc):
+            a = xa
+            b = xc
+        else:
+            a = xc
+            b = xa
+        deltax = 0.0
+        iter = 0
+
+        if self.disp > 2:
+            print(" ")
+            print(f"{'Func-count':^12} {'x':^12} {'f(x)': ^12}")
+            print(f"{funcalls:^12g} {x:^12.6g} {fx:^12.6g}")
+
+        while (iter < self.maxiter):
+            tol1 = self.tol * np.abs(x) + _mintol
+            tol2 = 2.0 * tol1
+            xmid = 0.5 * (a + b)
+            # check for convergence
+            if np.abs(x - xmid) < (tol2 - 0.5 * (b - a)):
+                break
+            # XXX In the first iteration, rat is only bound in the true case
+            # of this conditional. This used to cause an UnboundLocalError
+            # (gh-4140). It should be set before the if (but to what?).
+            if (np.abs(deltax) <= tol1):
+                if (x >= xmid):
+                    deltax = a - x       # do a golden section step
+                else:
+                    deltax = b - x
+                rat = _cg * deltax
+            else:                              # do a parabolic step
+                tmp1 = (x - w) * (fx - fv)
+                tmp2 = (x - v) * (fx - fw)
+                p = (x - v) * tmp2 - (x - w) * tmp1
+                tmp2 = 2.0 * (tmp2 - tmp1)
+                if (tmp2 > 0.0):
+                    p = -p
+                tmp2 = np.abs(tmp2)
+                dx_temp = deltax
+                deltax = rat
+                # check parabolic fit
+                if ((p > tmp2 * (a - x)) and (p < tmp2 * (b - x)) and
+                        (np.abs(p) < np.abs(0.5 * tmp2 * dx_temp))):
+                    rat = p * 1.0 / tmp2        # if parabolic step is useful.
+                    u = x + rat
+                    if ((u - a) < tol2 or (b - u) < tol2):
+                        if xmid - x >= 0:
+                            rat = tol1
+                        else:
+                            rat = -tol1
+                else:
+                    if (x >= xmid):
+                        deltax = a - x  # if it's not do a golden section step
+                    else:
+                        deltax = b - x
+                    rat = _cg * deltax
+
+            if (np.abs(rat) < tol1):            # update by at least tol1
+                if rat >= 0:
+                    u = x + tol1
+                else:
+                    u = x - tol1
+            else:
+                u = x + rat
+            fu = func(*((u,) + self.args))      # calculate new output value
+            funcalls += 1
+
+            if (fu > fx):                 # if it's bigger than current
+                if (u < x):
+                    a = u
+                else:
+                    b = u
+                if (fu <= fw) or (w == x):
+                    v = w
+                    w = u
+                    fv = fw
+                    fw = fu
+                elif (fu <= fv) or (v == x) or (v == w):
+                    v = u
+                    fv = fu
+            else:
+                if (u >= x):
+                    a = x
+                else:
+                    b = x
+                v = w
+                w = x
+                x = u
+                fv = fw
+                fw = fx
+                fx = fu
+
+            if self.disp > 2:
+                print(f"{funcalls:^12g} {x:^12.6g} {fx:^12.6g}")
+
+            iter += 1
+        #################################
+        #END CORE ALGORITHM
+        #################################
+
+        self.xmin = x
+        self.fval = fx
+        self.iter = iter
+        self.funcalls = funcalls
+
+    def get_result(self, full_output=False):
+        if full_output:
+            return self.xmin, self.fval, self.iter, self.funcalls
+        else:
+            return self.xmin
+
+
+def brent(func, args=(), brack=None, tol=1.48e-8, full_output=0, maxiter=500):
+    """
+    Given a function of one variable and a possible bracket, return
+    a local minimizer of the function isolated to a fractional precision
+    of tol.
+
+    Parameters
+    ----------
+    func : callable f(x,*args)
+        Objective function.
+    args : tuple, optional
+        Additional arguments (if present).
+    brack : tuple, optional
+        Either a triple ``(xa, xb, xc)`` satisfying ``xa < xb < xc`` and
+        ``func(xb) < func(xa) and  func(xb) < func(xc)``, or a pair
+        ``(xa, xb)`` to be used as initial points for a downhill bracket search
+        (see `scipy.optimize.bracket`).
+        The minimizer ``x`` will not necessarily satisfy ``xa <= x <= xb``.
+    tol : float, optional
+        Relative error in solution `xopt` acceptable for convergence.
+    full_output : bool, optional
+        If True, return all output args (xmin, fval, iter,
+        funcalls).
+    maxiter : int, optional
+        Maximum number of iterations in solution.
+
+    Returns
+    -------
+    xmin : ndarray
+        Optimum point.
+    fval : float
+        (Optional output) Optimum function value.
+    iter : int
+        (Optional output) Number of iterations.
+    funcalls : int
+        (Optional output) Number of objective function evaluations made.
+
+    See also
+    --------
+    minimize_scalar: Interface to minimization algorithms for scalar
+        univariate functions. See the 'Brent' `method` in particular.
+
+    Notes
+    -----
+    Uses inverse parabolic interpolation when possible to speed up
+    convergence of golden section method.
+
+    Does not ensure that the minimum lies in the range specified by
+    `brack`. See `scipy.optimize.fminbound`.
+
+    Examples
+    --------
+    We illustrate the behaviour of the function when `brack` is of
+    size 2 and 3 respectively. In the case where `brack` is of the
+    form ``(xa, xb)``, we can see for the given values, the output does
+    not necessarily lie in the range ``(xa, xb)``.
+
+    >>> def f(x):
+    ...     return (x-1)**2
+
+    >>> from scipy import optimize
+
+    >>> minimizer = optimize.brent(f, brack=(1, 2))
+    >>> minimizer
+    1
+    >>> res = optimize.brent(f, brack=(-1, 0.5, 2), full_output=True)
+    >>> xmin, fval, iter, funcalls = res
+    >>> f(xmin), fval
+    (0.0, 0.0)
+
+    """
+    options = {'xtol': tol,
+               'maxiter': maxiter}
+    res = _minimize_scalar_brent(func, brack, args, **options)
+    if full_output:
+        return res['x'], res['fun'], res['nit'], res['nfev']
+    else:
+        return res['x']
+
+
+def _minimize_scalar_brent(func, brack=None, args=(), xtol=1.48e-8,
+                           maxiter=500, disp=0,
+                           **unknown_options):
+    """
+    Options
+    -------
+    maxiter : int
+        Maximum number of iterations to perform.
+    xtol : float
+        Relative error in solution `xopt` acceptable for convergence.
+    disp : int, optional
+        If non-zero, print messages.
+
+        ``0`` : no message printing.
+
+        ``1`` : non-convergence notification messages only.
+
+        ``2`` : print a message on convergence too.
+
+        ``3`` : print iteration results.
+
+    Notes
+    -----
+    Uses inverse parabolic interpolation when possible to speed up
+    convergence of golden section method.
+
+    """
+    _check_unknown_options(unknown_options)
+    tol = xtol
+    if tol < 0:
+        raise ValueError(f'tolerance should be >= 0, got {tol!r}')
+
+    brent = Brent(func=func, args=args, tol=tol,
+                  full_output=True, maxiter=maxiter, disp=disp)
+    brent.set_bracket(brack)
+    brent.optimize()
+    x, fval, nit, nfev = brent.get_result(full_output=True)
+
+    success = nit < maxiter and not (np.isnan(x) or np.isnan(fval))
+
+    if success:
+        message = ("\nOptimization terminated successfully;\n"
+                   "The returned value satisfies the termination criteria\n"
+                   f"(using xtol = {xtol} )")
+    else:
+        if nit >= maxiter:
+            message = "\nMaximum number of iterations exceeded"
+        if np.isnan(x) or np.isnan(fval):
+            message = f"{_status_message['nan']}"
+
+    if disp:
+        _print_success_message_or_warn(not success, message)
+
+    return OptimizeResult(fun=fval, x=x, nit=nit, nfev=nfev,
+                          success=success, message=message)
+
+
+def golden(func, args=(), brack=None, tol=_epsilon,
+           full_output=0, maxiter=5000):
+    """
+    Return the minimizer of a function of one variable using the golden section
+    method.
+
+    Given a function of one variable and a possible bracketing interval,
+    return a minimizer of the function isolated to a fractional precision of
+    tol.
+
+    Parameters
+    ----------
+    func : callable func(x,*args)
+        Objective function to minimize.
+    args : tuple, optional
+        Additional arguments (if present), passed to func.
+    brack : tuple, optional
+        Either a triple ``(xa, xb, xc)`` where ``xa < xb < xc`` and
+        ``func(xb) < func(xa) and  func(xb) < func(xc)``, or a pair (xa, xb)
+        to be used as initial points for a downhill bracket search (see
+        `scipy.optimize.bracket`).
+        The minimizer ``x`` will not necessarily satisfy ``xa <= x <= xb``.
+    tol : float, optional
+        x tolerance stop criterion
+    full_output : bool, optional
+        If True, return optional outputs.
+    maxiter : int
+        Maximum number of iterations to perform.
+
+    Returns
+    -------
+    xmin : ndarray
+        Optimum point.
+    fval : float
+        (Optional output) Optimum function value.
+    funcalls : int
+        (Optional output) Number of objective function evaluations made.
+
+    See also
+    --------
+    minimize_scalar: Interface to minimization algorithms for scalar
+        univariate functions. See the 'Golden' `method` in particular.
+
+    Notes
+    -----
+    Uses analog of bisection method to decrease the bracketed
+    interval.
+
+    Examples
+    --------
+    We illustrate the behaviour of the function when `brack` is of
+    size 2 and 3, respectively. In the case where `brack` is of the
+    form (xa,xb), we can see for the given values, the output need
+    not necessarily lie in the range ``(xa, xb)``.
+
+    >>> def f(x):
+    ...     return (x-1)**2
+
+    >>> from scipy import optimize
+
+    >>> minimizer = optimize.golden(f, brack=(1, 2))
+    >>> minimizer
+    1
+    >>> res = optimize.golden(f, brack=(-1, 0.5, 2), full_output=True)
+    >>> xmin, fval, funcalls = res
+    >>> f(xmin), fval
+    (9.925165290385052e-18, 9.925165290385052e-18)
+
+    """
+    options = {'xtol': tol, 'maxiter': maxiter}
+    res = _minimize_scalar_golden(func, brack, args, **options)
+    if full_output:
+        return res['x'], res['fun'], res['nfev']
+    else:
+        return res['x']
+
+
+def _minimize_scalar_golden(func, brack=None, args=(),
+                            xtol=_epsilon, maxiter=5000, disp=0,
+                            **unknown_options):
+    """
+    Options
+    -------
+    xtol : float
+        Relative error in solution `xopt` acceptable for convergence.
+    maxiter : int
+        Maximum number of iterations to perform.
+    disp: int, optional
+        If non-zero, print messages.
+
+        ``0`` : no message printing.
+
+        ``1`` : non-convergence notification messages only.
+
+        ``2`` : print a message on convergence too.
+
+        ``3`` : print iteration results.
+    """
+    _check_unknown_options(unknown_options)
+    tol = xtol
+    if brack is None:
+        xa, xb, xc, fa, fb, fc, funcalls = bracket(func, args=args)
+    elif len(brack) == 2:
+        xa, xb, xc, fa, fb, fc, funcalls = bracket(func, xa=brack[0],
+                                                   xb=brack[1], args=args)
+    elif len(brack) == 3:
+        xa, xb, xc = brack
+        if (xa > xc):  # swap so xa < xc can be assumed
+            xc, xa = xa, xc
+        if not ((xa < xb) and (xb < xc)):
+            raise ValueError(
+                "Bracketing values (xa, xb, xc) do not"
+                " fulfill this requirement: (xa < xb) and (xb < xc)"
+            )
+        fa = func(*((xa,) + args))
+        fb = func(*((xb,) + args))
+        fc = func(*((xc,) + args))
+        if not ((fb < fa) and (fb < fc)):
+            raise ValueError(
+                "Bracketing values (xa, xb, xc) do not fulfill"
+                " this requirement: (f(xb) < f(xa)) and (f(xb) < f(xc))"
+            )
+        funcalls = 3
+    else:
+        raise ValueError("Bracketing interval must be length 2 or 3 sequence.")
+
+    _gR = 0.61803399  # golden ratio conjugate: 2.0/(1.0+sqrt(5.0))
+    _gC = 1.0 - _gR
+    x3 = xc
+    x0 = xa
+    if (np.abs(xc - xb) > np.abs(xb - xa)):
+        x1 = xb
+        x2 = xb + _gC * (xc - xb)
+    else:
+        x2 = xb
+        x1 = xb - _gC * (xb - xa)
+    f1 = func(*((x1,) + args))
+    f2 = func(*((x2,) + args))
+    funcalls += 2
+    nit = 0
+
+    if disp > 2:
+        print(" ")
+        print(f"{'Func-count':^12} {'x':^12} {'f(x)': ^12}")
+
+    for i in range(maxiter):
+        if np.abs(x3 - x0) <= tol * (np.abs(x1) + np.abs(x2)):
+            break
+        if (f2 < f1):
+            x0 = x1
+            x1 = x2
+            x2 = _gR * x1 + _gC * x3
+            f1 = f2
+            f2 = func(*((x2,) + args))
+        else:
+            x3 = x2
+            x2 = x1
+            x1 = _gR * x2 + _gC * x0
+            f2 = f1
+            f1 = func(*((x1,) + args))
+        funcalls += 1
+        if disp > 2:
+            if (f1 < f2):
+                xmin, fval = x1, f1
+            else:
+                xmin, fval = x2, f2
+            print(f"{funcalls:^12g} {xmin:^12.6g} {fval:^12.6g}")
+
+        nit += 1
+    # end of iteration loop
+
+    if (f1 < f2):
+        xmin = x1
+        fval = f1
+    else:
+        xmin = x2
+        fval = f2
+
+    success = nit < maxiter and not (np.isnan(fval) or np.isnan(xmin))
+
+    if success:
+        message = ("\nOptimization terminated successfully;\n"
+                   "The returned value satisfies the termination criteria\n"
+                   f"(using xtol = {xtol} )")
+    else:
+        if nit >= maxiter:
+            message = "\nMaximum number of iterations exceeded"
+        if np.isnan(xmin) or np.isnan(fval):
+            message = f"{_status_message['nan']}"
+
+    if disp:
+        _print_success_message_or_warn(not success, message)
+
+    return OptimizeResult(fun=fval, nfev=funcalls, x=xmin, nit=nit,
+                          success=success, message=message)
+
+
+def bracket(func, xa=0.0, xb=1.0, args=(), grow_limit=110.0, maxiter=1000):
+    """
+    Bracket the minimum of a function.
+
+    Given a function and distinct initial points, search in the
+    downhill direction (as defined by the initial points) and return
+    three points that bracket the minimum of the function.
+
+    Parameters
+    ----------
+    func : callable f(x,*args)
+        Objective function to minimize.
+    xa, xb : float, optional
+        Initial points. Defaults `xa` to 0.0, and `xb` to 1.0.
+        A local minimum need not be contained within this interval.
+    args : tuple, optional
+        Additional arguments (if present), passed to `func`.
+    grow_limit : float, optional
+        Maximum grow limit.  Defaults to 110.0
+    maxiter : int, optional
+        Maximum number of iterations to perform. Defaults to 1000.
+
+    Returns
+    -------
+    xa, xb, xc : float
+        Final points of the bracket.
+    fa, fb, fc : float
+        Objective function values at the bracket points.
+    funcalls : int
+        Number of function evaluations made.
+
+    Raises
+    ------
+    BracketError
+        If no valid bracket is found before the algorithm terminates.
+        See notes for conditions of a valid bracket.
+
+    Notes
+    -----
+    The algorithm attempts to find three strictly ordered points (i.e.
+    :math:`x_a < x_b < x_c` or :math:`x_c < x_b < x_a`) satisfying
+    :math:`f(x_b) ≤ f(x_a)` and :math:`f(x_b) ≤ f(x_c)`, where one of the
+    inequalities must be satisfied strictly and all :math:`x_i` must be
+    finite.
+
+    Examples
+    --------
+    This function can find a downward convex region of a function:
+
+    >>> import numpy as np
+    >>> import matplotlib.pyplot as plt
+    >>> from scipy.optimize import bracket
+    >>> def f(x):
+    ...     return 10*x**2 + 3*x + 5
+    >>> x = np.linspace(-2, 2)
+    >>> y = f(x)
+    >>> init_xa, init_xb = 0.1, 1
+    >>> xa, xb, xc, fa, fb, fc, funcalls = bracket(f, xa=init_xa, xb=init_xb)
+    >>> plt.axvline(x=init_xa, color="k", linestyle="--")
+    >>> plt.axvline(x=init_xb, color="k", linestyle="--")
+    >>> plt.plot(x, y, "-k")
+    >>> plt.plot(xa, fa, "bx")
+    >>> plt.plot(xb, fb, "rx")
+    >>> plt.plot(xc, fc, "bx")
+    >>> plt.show()
+
+    Note that both initial points were to the right of the minimum, and the
+    third point was found in the "downhill" direction: the direction
+    in which the function appeared to be decreasing (to the left).
+    The final points are strictly ordered, and the function value
+    at the middle point is less than the function values at the endpoints;
+    it follows that a minimum must lie within the bracket.
+
+    """
+    _gold = 1.618034  # golden ratio: (1.0+sqrt(5.0))/2.0
+    _verysmall_num = 1e-21
+    # convert to numpy floats if not already
+    xa, xb = np.asarray([xa, xb])
+    fa = func(*(xa,) + args)
+    fb = func(*(xb,) + args)
+    if (fa < fb):                      # Switch so fa > fb
+        xa, xb = xb, xa
+        fa, fb = fb, fa
+    xc = xb + _gold * (xb - xa)
+    fc = func(*((xc,) + args))
+    funcalls = 3
+    iter = 0
+    while (fc < fb):
+        tmp1 = (xb - xa) * (fb - fc)
+        tmp2 = (xb - xc) * (fb - fa)
+        val = tmp2 - tmp1
+        if np.abs(val) < _verysmall_num:
+            denom = 2.0 * _verysmall_num
+        else:
+            denom = 2.0 * val
+        w = xb - ((xb - xc) * tmp2 - (xb - xa) * tmp1) / denom
+        wlim = xb + grow_limit * (xc - xb)
+        msg = ("No valid bracket was found before the iteration limit was "
+               "reached. Consider trying different initial points or "
+               "increasing `maxiter`.")
+        if iter > maxiter:
+            raise RuntimeError(msg)
+        iter += 1
+        if (w - xc) * (xb - w) > 0.0:
+            fw = func(*((w,) + args))
+            funcalls += 1
+            if (fw < fc):
+                xa = xb
+                xb = w
+                fa = fb
+                fb = fw
+                break
+            elif (fw > fb):
+                xc = w
+                fc = fw
+                break
+            w = xc + _gold * (xc - xb)
+            fw = func(*((w,) + args))
+            funcalls += 1
+        elif (w - wlim)*(wlim - xc) >= 0.0:
+            w = wlim
+            fw = func(*((w,) + args))
+            funcalls += 1
+        elif (w - wlim)*(xc - w) > 0.0:
+            fw = func(*((w,) + args))
+            funcalls += 1
+            if (fw < fc):
+                xb = xc
+                xc = w
+                w = xc + _gold * (xc - xb)
+                fb = fc
+                fc = fw
+                fw = func(*((w,) + args))
+                funcalls += 1
+        else:
+            w = xc + _gold * (xc - xb)
+            fw = func(*((w,) + args))
+            funcalls += 1
+        xa = xb
+        xb = xc
+        xc = w
+        fa = fb
+        fb = fc
+        fc = fw
+
+    # three conditions for a valid bracket
+    cond1 = (fb < fc and fb <= fa) or (fb < fa and fb <= fc)
+    cond2 = (xa < xb < xc or xc < xb < xa)
+    cond3 = np.isfinite(xa) and np.isfinite(xb) and np.isfinite(xc)
+    msg = ("The algorithm terminated without finding a valid bracket. "
+           "Consider trying different initial points.")
+    if not (cond1 and cond2 and cond3):
+        e = BracketError(msg)
+        e.data = (xa, xb, xc, fa, fb, fc, funcalls)
+        raise e
+
+    return xa, xb, xc, fa, fb, fc, funcalls
+
+
+class BracketError(RuntimeError):
+    pass
+
+
+def _recover_from_bracket_error(solver, fun, bracket, args, **options):
+    # `bracket` was originally written without checking whether the resulting
+    # bracket is valid. `brent` and `golden` built on top of it without
+    # checking the returned bracket for validity, and their output can be
+    # incorrect without warning/error if the original bracket is invalid.
+    # gh-14858 noticed the problem, and the following is the desired
+    # behavior:
+    # - `scipy.optimize.bracket`, `scipy.optimize.brent`, and
+    #   `scipy.optimize.golden` should raise an error if the bracket is
+    #   invalid, as opposed to silently returning garbage
+    # - `scipy.optimize.minimize_scalar` should return with `success=False`
+    #   and other information
+    # The changes that would be required to achieve this the traditional
+    # way (`return`ing all the required information from bracket all the way
+    # up to `minimizer_scalar`) are extensive and invasive. (See a6aa40d.)
+    # We can achieve the same thing by raising the error in `bracket`, but
+    # storing the information needed by `minimize_scalar` in the error object,
+    # and intercepting it here.
+    try:
+        res = solver(fun, bracket, args, **options)
+    except BracketError as e:
+        msg = str(e)
+        xa, xb, xc, fa, fb, fc, funcalls = e.data
+        xs, fs = [xa, xb, xc], [fa, fb, fc]
+        if np.any(np.isnan([xs, fs])):
+            x, fun = np.nan, np.nan
+        else:
+            imin = np.argmin(fs)
+            x, fun = xs[imin], fs[imin]
+        return OptimizeResult(fun=fun, nfev=funcalls, x=x,
+                              nit=0, success=False, message=msg)
+    return res
+
+
+def _line_for_search(x0, alpha, lower_bound, upper_bound):
+    """
+    Given a parameter vector ``x0`` with length ``n`` and a direction
+    vector ``alpha`` with length ``n``, and lower and upper bounds on
+    each of the ``n`` parameters, what are the bounds on a scalar
+    ``l`` such that ``lower_bound <= x0 + alpha * l <= upper_bound``.
+
+
+    Parameters
+    ----------
+    x0 : np.array.
+        The vector representing the current location.
+        Note ``np.shape(x0) == (n,)``.
+    alpha : np.array.
+        The vector representing the direction.
+        Note ``np.shape(alpha) == (n,)``.
+    lower_bound : np.array.
+        The lower bounds for each parameter in ``x0``. If the ``i``th
+        parameter in ``x0`` is unbounded below, then ``lower_bound[i]``
+        should be ``-np.inf``.
+        Note ``np.shape(lower_bound) == (n,)``.
+    upper_bound : np.array.
+        The upper bounds for each parameter in ``x0``. If the ``i``th
+        parameter in ``x0`` is unbounded above, then ``upper_bound[i]``
+        should be ``np.inf``.
+        Note ``np.shape(upper_bound) == (n,)``.
+
+    Returns
+    -------
+    res : tuple ``(lmin, lmax)``
+        The bounds for ``l`` such that
+            ``lower_bound[i] <= x0[i] + alpha[i] * l <= upper_bound[i]``
+        for all ``i``.
+
+    """
+    # get nonzero indices of alpha so we don't get any zero division errors.
+    # alpha will not be all zero, since it is called from _linesearch_powell
+    # where we have a check for this.
+    nonzero, = alpha.nonzero()
+    lower_bound, upper_bound = lower_bound[nonzero], upper_bound[nonzero]
+    x0, alpha = x0[nonzero], alpha[nonzero]
+    low = (lower_bound - x0) / alpha
+    high = (upper_bound - x0) / alpha
+
+    # positive and negative indices
+    pos = alpha > 0
+
+    lmin_pos = np.where(pos, low, 0)
+    lmin_neg = np.where(pos, 0, high)
+    lmax_pos = np.where(pos, high, 0)
+    lmax_neg = np.where(pos, 0, low)
+
+    lmin = np.max(lmin_pos + lmin_neg)
+    lmax = np.min(lmax_pos + lmax_neg)
+
+    # if x0 is outside the bounds, then it is possible that there is
+    # no way to get back in the bounds for the parameters being updated
+    # with the current direction alpha.
+    # when this happens, lmax < lmin.
+    # If this is the case, then we can just return (0, 0)
+    return (lmin, lmax) if lmax >= lmin else (0, 0)
+
+
+def _linesearch_powell(func, p, xi, tol=1e-3,
+                       lower_bound=None, upper_bound=None, fval=None):
+    """Line-search algorithm using fminbound.
+
+    Find the minimum of the function ``func(x0 + alpha*direc)``.
+
+    lower_bound : np.array.
+        The lower bounds for each parameter in ``x0``. If the ``i``th
+        parameter in ``x0`` is unbounded below, then ``lower_bound[i]``
+        should be ``-np.inf``.
+        Note ``np.shape(lower_bound) == (n,)``.
+    upper_bound : np.array.
+        The upper bounds for each parameter in ``x0``. If the ``i``th
+        parameter in ``x0`` is unbounded above, then ``upper_bound[i]``
+        should be ``np.inf``.
+        Note ``np.shape(upper_bound) == (n,)``.
+    fval : number.
+        ``fval`` is equal to ``func(p)``, the idea is just to avoid
+        recomputing it so we can limit the ``fevals``.
+
+    """
+    def myfunc(alpha):
+        return func(p + alpha*xi)
+
+    # if xi is zero, then don't optimize
+    if not np.any(xi):
+        return ((fval, p, xi) if fval is not None else (func(p), p, xi))
+    elif lower_bound is None and upper_bound is None:
+        # non-bounded minimization
+        res = _recover_from_bracket_error(_minimize_scalar_brent,
+                                          myfunc, None, tuple(), xtol=tol)
+        alpha_min, fret = res.x, res.fun
+        xi = alpha_min * xi
+        return fret, p + xi, xi
+    else:
+        bound = _line_for_search(p, xi, lower_bound, upper_bound)
+        if np.isneginf(bound[0]) and np.isposinf(bound[1]):
+            # equivalent to unbounded
+            return _linesearch_powell(func, p, xi, fval=fval, tol=tol)
+        elif not np.isneginf(bound[0]) and not np.isposinf(bound[1]):
+            # we can use a bounded scalar minimization
+            res = _minimize_scalar_bounded(myfunc, bound, xatol=tol / 100)
+            xi = res.x * xi
+            return res.fun, p + xi, xi
+        else:
+            # only bounded on one side. use the tangent function to convert
+            # the infinity bound to a finite bound. The new bounded region
+            # is a subregion of the region bounded by -np.pi/2 and np.pi/2.
+            bound = np.arctan(bound[0]), np.arctan(bound[1])
+            res = _minimize_scalar_bounded(
+                lambda x: myfunc(np.tan(x)),
+                bound,
+                xatol=tol / 100)
+            xi = np.tan(res.x) * xi
+            return res.fun, p + xi, xi
+
+
+def fmin_powell(func, x0, args=(), xtol=1e-4, ftol=1e-4, maxiter=None,
+                maxfun=None, full_output=0, disp=1, retall=0, callback=None,
+                direc=None):
+    """
+    Minimize a function using modified Powell's method.
+
+    This method only uses function values, not derivatives.
+
+    Parameters
+    ----------
+    func : callable f(x,*args)
+        Objective function to be minimized.
+    x0 : ndarray
+        Initial guess.
+    args : tuple, optional
+        Extra arguments passed to func.
+    xtol : float, optional
+        Line-search error tolerance.
+    ftol : float, optional
+        Relative error in ``func(xopt)`` acceptable for convergence.
+    maxiter : int, optional
+        Maximum number of iterations to perform.
+    maxfun : int, optional
+        Maximum number of function evaluations to make.
+    full_output : bool, optional
+        If True, ``fopt``, ``xi``, ``direc``, ``iter``, ``funcalls``, and
+        ``warnflag`` are returned.
+    disp : bool, optional
+        If True, print convergence messages.
+    retall : bool, optional
+        If True, return a list of the solution at each iteration.
+    callback : callable, optional
+        An optional user-supplied function, called after each
+        iteration.  Called as ``callback(xk)``, where ``xk`` is the
+        current parameter vector.
+    direc : ndarray, optional
+        Initial fitting step and parameter order set as an (N, N) array, where N
+        is the number of fitting parameters in `x0`. Defaults to step size 1.0
+        fitting all parameters simultaneously (``np.eye((N, N))``). To
+        prevent initial consideration of values in a step or to change initial
+        step size, set to 0 or desired step size in the Jth position in the Mth
+        block, where J is the position in `x0` and M is the desired evaluation
+        step, with steps being evaluated in index order. Step size and ordering
+        will change freely as minimization proceeds.
+
+    Returns
+    -------
+    xopt : ndarray
+        Parameter which minimizes `func`.
+    fopt : number
+        Value of function at minimum: ``fopt = func(xopt)``.
+    direc : ndarray
+        Current direction set.
+    iter : int
+        Number of iterations.
+    funcalls : int
+        Number of function calls made.
+    warnflag : int
+        Integer warning flag:
+            1 : Maximum number of function evaluations.
+            2 : Maximum number of iterations.
+            3 : NaN result encountered.
+            4 : The result is out of the provided bounds.
+    allvecs : list
+        List of solutions at each iteration.
+
+    See also
+    --------
+    minimize: Interface to unconstrained minimization algorithms for
+        multivariate functions. See the 'Powell' method in particular.
+
+    Notes
+    -----
+    Uses a modification of Powell's method to find the minimum of
+    a function of N variables. Powell's method is a conjugate
+    direction method.
+
+    The algorithm has two loops. The outer loop merely iterates over the inner
+    loop. The inner loop minimizes over each current direction in the direction
+    set. At the end of the inner loop, if certain conditions are met, the
+    direction that gave the largest decrease is dropped and replaced with the
+    difference between the current estimated x and the estimated x from the
+    beginning of the inner-loop.
+
+    The technical conditions for replacing the direction of greatest
+    increase amount to checking that
+
+    1. No further gain can be made along the direction of greatest increase
+       from that iteration.
+    2. The direction of greatest increase accounted for a large sufficient
+       fraction of the decrease in the function value from that iteration of
+       the inner loop.
+
+    References
+    ----------
+    Powell M.J.D. (1964) An efficient method for finding the minimum of a
+    function of several variables without calculating derivatives,
+    Computer Journal, 7 (2):155-162.
+
+    Press W., Teukolsky S.A., Vetterling W.T., and Flannery B.P.:
+    Numerical Recipes (any edition), Cambridge University Press
+
+    Examples
+    --------
+    >>> def f(x):
+    ...     return x**2
+
+    >>> from scipy import optimize
+
+    >>> minimum = optimize.fmin_powell(f, -1)
+    Optimization terminated successfully.
+             Current function value: 0.000000
+             Iterations: 2
+             Function evaluations: 16
+    >>> minimum
+    array(0.0)
+
+    """
+    opts = {'xtol': xtol,
+            'ftol': ftol,
+            'maxiter': maxiter,
+            'maxfev': maxfun,
+            'disp': disp,
+            'direc': direc,
+            'return_all': retall}
+
+    callback = _wrap_callback(callback)
+    res = _minimize_powell(func, x0, args, callback=callback, **opts)
+
+    if full_output:
+        retlist = (res['x'], res['fun'], res['direc'], res['nit'],
+                   res['nfev'], res['status'])
+        if retall:
+            retlist += (res['allvecs'], )
+        return retlist
+    else:
+        if retall:
+            return res['x'], res['allvecs']
+        else:
+            return res['x']
+
+
+def _minimize_powell(func, x0, args=(), callback=None, bounds=None,
+                     xtol=1e-4, ftol=1e-4, maxiter=None, maxfev=None,
+                     disp=False, direc=None, return_all=False,
+                     **unknown_options):
+    """
+    Minimization of scalar function of one or more variables using the
+    modified Powell algorithm.
+
+    Parameters
+    ----------
+    fun : callable
+        The objective function to be minimized::
+
+            fun(x, *args) -> float
+
+        where ``x`` is a 1-D array with shape (n,) and ``args``
+        is a tuple of the fixed parameters needed to completely
+        specify the function.
+    x0 : ndarray, shape (n,)
+        Initial guess. Array of real elements of size (n,),
+        where ``n`` is the number of independent variables.
+    args : tuple, optional
+        Extra arguments passed to the objective function and its
+        derivatives (`fun`, `jac` and `hess` functions).
+    method : str or callable, optional
+        The present documentation is specific to ``method='powell'``, but other
+        options are available. See documentation for `scipy.optimize.minimize`.
+    bounds : sequence or `Bounds`, optional
+        Bounds on decision variables. There are two ways to specify the bounds:
+
+        1. Instance of `Bounds` class.
+        2. Sequence of ``(min, max)`` pairs for each element in `x`. None
+           is used to specify no bound.
+
+        If bounds are not provided, then an unbounded line search will be used.
+        If bounds are provided and the initial guess is within the bounds, then
+        every function evaluation throughout the minimization procedure will be
+        within the bounds. If bounds are provided, the initial guess is outside
+        the bounds, and `direc` is full rank (or left to default), then some
+        function evaluations during the first iteration may be outside the
+        bounds, but every function evaluation after the first iteration will be
+        within the bounds. If `direc` is not full rank, then some parameters
+        may not be optimized and the solution is not guaranteed to be within
+        the bounds.
+
+    options : dict, optional
+        A dictionary of solver options. All methods accept the following
+        generic options:
+
+        maxiter : int
+            Maximum number of iterations to perform. Depending on the
+            method each iteration may use several function evaluations.
+        disp : bool
+            Set to True to print convergence messages.
+
+        See method-specific options for ``method='powell'`` below.
+    callback : callable, optional
+        Called after each iteration. The signature is::
+
+            callback(xk)
+
+        where ``xk`` is the current parameter vector.
+
+    Returns
+    -------
+    res : OptimizeResult
+        The optimization result represented as a ``OptimizeResult`` object.
+        Important attributes are: ``x`` the solution array, ``success`` a
+        Boolean flag indicating if the optimizer exited successfully and
+        ``message`` which describes the cause of the termination. See
+        `OptimizeResult` for a description of other attributes.
+
+    Options
+    -------
+    disp : bool
+        Set to True to print convergence messages.
+    xtol : float
+        Relative error in solution `xopt` acceptable for convergence.
+    ftol : float
+        Relative error in ``fun(xopt)`` acceptable for convergence.
+    maxiter, maxfev : int
+        Maximum allowed number of iterations and function evaluations.
+        Will default to ``N*1000``, where ``N`` is the number of
+        variables, if neither `maxiter` or `maxfev` is set. If both
+        `maxiter` and `maxfev` are set, minimization will stop at the
+        first reached.
+    direc : ndarray
+        Initial set of direction vectors for the Powell method.
+    return_all : bool, optional
+        Set to True to return a list of the best solution at each of the
+        iterations.
+    """
+    _check_unknown_options(unknown_options)
+    maxfun = maxfev
+    retall = return_all
+
+    x = asarray(x0).flatten()
+    if retall:
+        allvecs = [x]
+    N = len(x)
+    # If neither are set, then set both to default
+    if maxiter is None and maxfun is None:
+        maxiter = N * 1000
+        maxfun = N * 1000
+    elif maxiter is None:
+        # Convert remaining Nones, to np.inf, unless the other is np.inf, in
+        # which case use the default to avoid unbounded iteration
+        if maxfun == np.inf:
+            maxiter = N * 1000
+        else:
+            maxiter = np.inf
+    elif maxfun is None:
+        if maxiter == np.inf:
+            maxfun = N * 1000
+        else:
+            maxfun = np.inf
+
+    # we need to use a mutable object here that we can update in the
+    # wrapper function
+    fcalls, func = _wrap_scalar_function_maxfun_validation(func, args, maxfun)
+
+    if direc is None:
+        direc = eye(N, dtype=float)
+    else:
+        direc = asarray(direc, dtype=float)
+        if np.linalg.matrix_rank(direc) != direc.shape[0]:
+            warnings.warn("direc input is not full rank, some parameters may "
+                          "not be optimized",
+                          OptimizeWarning, stacklevel=3)
+
+    if bounds is None:
+        # don't make these arrays of all +/- inf. because
+        # _linesearch_powell will do an unnecessary check of all the elements.
+        # just keep them None, _linesearch_powell will not have to check
+        # all the elements.
+        lower_bound, upper_bound = None, None
+    else:
+        # bounds is standardized in _minimize.py.
+        lower_bound, upper_bound = bounds.lb, bounds.ub
+        if np.any(lower_bound > x0) or np.any(x0 > upper_bound):
+            warnings.warn("Initial guess is not within the specified bounds",
+                          OptimizeWarning, stacklevel=3)
+
+    fval = func(x)
+    x1 = x.copy()
+    iter = 0
+    while True:
+        try:
+            fx = fval
+            bigind = 0
+            delta = 0.0
+            for i in range(N):
+                direc1 = direc[i]
+                fx2 = fval
+                fval, x, direc1 = _linesearch_powell(func, x, direc1,
+                                                     tol=xtol * 100,
+                                                     lower_bound=lower_bound,
+                                                     upper_bound=upper_bound,
+                                                     fval=fval)
+                if (fx2 - fval) > delta:
+                    delta = fx2 - fval
+                    bigind = i
+            iter += 1
+            if retall:
+                allvecs.append(x)
+            intermediate_result = OptimizeResult(x=x, fun=fval)
+            if _call_callback_maybe_halt(callback, intermediate_result):
+                break
+            bnd = ftol * (np.abs(fx) + np.abs(fval)) + 1e-20
+            if 2.0 * (fx - fval) <= bnd:
+                break
+            if fcalls[0] >= maxfun:
+                break
+            if iter >= maxiter:
+                break
+            if np.isnan(fx) and np.isnan(fval):
+                # Ended up in a nan-region: bail out
+                break
+
+            # Construct the extrapolated point
+            direc1 = x - x1
+            x1 = x.copy()
+            # make sure that we don't go outside the bounds when extrapolating
+            if lower_bound is None and upper_bound is None:
+                lmax = 1
+            else:
+                _, lmax = _line_for_search(x, direc1, lower_bound, upper_bound)
+            x2 = x + min(lmax, 1) * direc1
+            fx2 = func(x2)
+
+            if (fx > fx2):
+                t = 2.0*(fx + fx2 - 2.0*fval)
+                temp = (fx - fval - delta)
+                t *= temp*temp
+                temp = fx - fx2
+                t -= delta*temp*temp
+                if t < 0.0:
+                    fval, x, direc1 = _linesearch_powell(
+                        func, x, direc1,
+                        tol=xtol * 100,
+                        lower_bound=lower_bound,
+                        upper_bound=upper_bound,
+                        fval=fval
+                    )
+                    if np.any(direc1):
+                        direc[bigind] = direc[-1]
+                        direc[-1] = direc1
+        except _MaxFuncCallError:
+            break
+
+    warnflag = 0
+    msg = _status_message['success']
+    # out of bounds is more urgent than exceeding function evals or iters,
+    # but I don't want to cause inconsistencies by changing the
+    # established warning flags for maxfev and maxiter, so the out of bounds
+    # warning flag becomes 3, but is checked for first.
+    if bounds and (np.any(lower_bound > x) or np.any(x > upper_bound)):
+        warnflag = 4
+        msg = _status_message['out_of_bounds']
+    elif fcalls[0] >= maxfun:
+        warnflag = 1
+        msg = _status_message['maxfev']
+    elif iter >= maxiter:
+        warnflag = 2
+        msg = _status_message['maxiter']
+    elif np.isnan(fval) or np.isnan(x).any():
+        warnflag = 3
+        msg = _status_message['nan']
+
+    if disp:
+        _print_success_message_or_warn(warnflag, msg, RuntimeWarning)
+        print(f"         Current function value: {fval:f}")
+        print(f"         Iterations: {iter:d}")
+        print(f"         Function evaluations: {fcalls[0]:d}")
+    result = OptimizeResult(fun=fval, direc=direc, nit=iter, nfev=fcalls[0],
+                            status=warnflag, success=(warnflag == 0),
+                            message=msg, x=x)
+    if retall:
+        result['allvecs'] = allvecs
+    return result
+
+
+def _endprint(x, flag, fval, maxfun, xtol, disp):
+    if flag == 0:
+        if disp > 1:
+            print("\nOptimization terminated successfully;\n"
+                  "The returned value satisfies the termination criteria\n"
+                  "(using xtol = ", xtol, ")")
+        return
+
+    if flag == 1:
+        msg = ("\nMaximum number of function evaluations exceeded --- "
+               "increase maxfun argument.\n")
+    elif flag == 2:
+        msg = f"\n{_status_message['nan']}"
+
+    _print_success_message_or_warn(flag, msg)
+    return
+
+
+def brute(func, ranges, args=(), Ns=20, full_output=0, finish=fmin,
+          disp=False, workers=1):
+    """Minimize a function over a given range by brute force.
+
+    Uses the "brute force" method, i.e., computes the function's value
+    at each point of a multidimensional grid of points, to find the global
+    minimum of the function.
+
+    The function is evaluated everywhere in the range with the datatype of the
+    first call to the function, as enforced by the ``vectorize`` NumPy
+    function. The value and type of the function evaluation returned when
+    ``full_output=True`` are affected in addition by the ``finish`` argument
+    (see Notes).
+
+    The brute force approach is inefficient because the number of grid points
+    increases exponentially - the number of grid points to evaluate is
+    ``Ns ** len(x)``. Consequently, even with coarse grid spacing, even
+    moderately sized problems can take a long time to run, and/or run into
+    memory limitations.
+
+    Parameters
+    ----------
+    func : callable
+        The objective function to be minimized. Must be in the
+        form ``f(x, *args)``, where ``x`` is the argument in
+        the form of a 1-D array and ``args`` is a tuple of any
+        additional fixed parameters needed to completely specify
+        the function.
+    ranges : tuple
+        Each component of the `ranges` tuple must be either a
+        "slice object" or a range tuple of the form ``(low, high)``.
+        The program uses these to create the grid of points on which
+        the objective function will be computed. See `Note 2` for
+        more detail.
+    args : tuple, optional
+        Any additional fixed parameters needed to completely specify
+        the function.
+    Ns : int, optional
+        Number of grid points along the axes, if not otherwise
+        specified. See `Note2`.
+    full_output : bool, optional
+        If True, return the evaluation grid and the objective function's
+        values on it.
+    finish : callable, optional
+        An optimization function that is called with the result of brute force
+        minimization as initial guess. `finish` should take `func` and
+        the initial guess as positional arguments, and take `args` as
+        keyword arguments. It may additionally take `full_output`
+        and/or `disp` as keyword arguments. Use None if no "polishing"
+        function is to be used. See Notes for more details.
+    disp : bool, optional
+        Set to True to print convergence messages from the `finish` callable.
+    workers : int or map-like callable, optional
+        If `workers` is an int the grid is subdivided into `workers`
+        sections and evaluated in parallel (uses
+        `multiprocessing.Pool <multiprocessing>`).
+        Supply `-1` to use all cores available to the Process.
+        Alternatively supply a map-like callable, such as
+        `multiprocessing.Pool.map` for evaluating the grid in parallel.
+        This evaluation is carried out as ``workers(func, iterable)``.
+        Requires that `func` be pickleable.
+
+        .. versionadded:: 1.3.0
+
+    Returns
+    -------
+    x0 : ndarray
+        A 1-D array containing the coordinates of a point at which the
+        objective function had its minimum value. (See `Note 1` for
+        which point is returned.)
+    fval : float
+        Function value at the point `x0`. (Returned when `full_output` is
+        True.)
+    grid : tuple
+        Representation of the evaluation grid. It has the same
+        length as `x0`. (Returned when `full_output` is True.)
+    Jout : ndarray
+        Function values at each point of the evaluation
+        grid, i.e., ``Jout = func(*grid)``. (Returned
+        when `full_output` is True.)
+
+    See Also
+    --------
+    basinhopping, differential_evolution
+
+    Notes
+    -----
+    *Note 1*: The program finds the gridpoint at which the lowest value
+    of the objective function occurs. If `finish` is None, that is the
+    point returned. When the global minimum occurs within (or not very far
+    outside) the grid's boundaries, and the grid is fine enough, that
+    point will be in the neighborhood of the global minimum.
+
+    However, users often employ some other optimization program to
+    "polish" the gridpoint values, i.e., to seek a more precise
+    (local) minimum near `brute's` best gridpoint.
+    The `brute` function's `finish` option provides a convenient way to do
+    that. Any polishing program used must take `brute's` output as its
+    initial guess as a positional argument, and take `brute's` input values
+    for `args` as keyword arguments, otherwise an error will be raised.
+    It may additionally take `full_output` and/or `disp` as keyword arguments.
+
+    `brute` assumes that the `finish` function returns either an
+    `OptimizeResult` object or a tuple in the form:
+    ``(xmin, Jmin, ... , statuscode)``, where ``xmin`` is the minimizing
+    value of the argument, ``Jmin`` is the minimum value of the objective
+    function, "..." may be some other returned values (which are not used
+    by `brute`), and ``statuscode`` is the status code of the `finish` program.
+
+    Note that when `finish` is not None, the values returned are those
+    of the `finish` program, *not* the gridpoint ones. Consequently,
+    while `brute` confines its search to the input grid points,
+    the `finish` program's results usually will not coincide with any
+    gridpoint, and may fall outside the grid's boundary. Thus, if a
+    minimum only needs to be found over the provided grid points, make
+    sure to pass in ``finish=None``.
+
+    *Note 2*: The grid of points is a `numpy.mgrid` object.
+    For `brute` the `ranges` and `Ns` inputs have the following effect.
+    Each component of the `ranges` tuple can be either a slice object or a
+    two-tuple giving a range of values, such as (0, 5). If the component is a
+    slice object, `brute` uses it directly. If the component is a two-tuple
+    range, `brute` internally converts it to a slice object that interpolates
+    `Ns` points from its low-value to its high-value, inclusive.
+
+    Examples
+    --------
+    We illustrate the use of `brute` to seek the global minimum of a function
+    of two variables that is given as the sum of a positive-definite
+    quadratic and two deep "Gaussian-shaped" craters. Specifically, define
+    the objective function `f` as the sum of three other functions,
+    ``f = f1 + f2 + f3``. We suppose each of these has a signature
+    ``(z, *params)``, where ``z = (x, y)``,  and ``params`` and the functions
+    are as defined below.
+
+    >>> import numpy as np
+    >>> params = (2, 3, 7, 8, 9, 10, 44, -1, 2, 26, 1, -2, 0.5)
+    >>> def f1(z, *params):
+    ...     x, y = z
+    ...     a, b, c, d, e, f, g, h, i, j, k, l, scale = params
+    ...     return (a * x**2 + b * x * y + c * y**2 + d*x + e*y + f)
+
+    >>> def f2(z, *params):
+    ...     x, y = z
+    ...     a, b, c, d, e, f, g, h, i, j, k, l, scale = params
+    ...     return (-g*np.exp(-((x-h)**2 + (y-i)**2) / scale))
+
+    >>> def f3(z, *params):
+    ...     x, y = z
+    ...     a, b, c, d, e, f, g, h, i, j, k, l, scale = params
+    ...     return (-j*np.exp(-((x-k)**2 + (y-l)**2) / scale))
+
+    >>> def f(z, *params):
+    ...     return f1(z, *params) + f2(z, *params) + f3(z, *params)
+
+    Thus, the objective function may have local minima near the minimum
+    of each of the three functions of which it is composed. To
+    use `fmin` to polish its gridpoint result, we may then continue as
+    follows:
+
+    >>> rranges = (slice(-4, 4, 0.25), slice(-4, 4, 0.25))
+    >>> from scipy import optimize
+    >>> resbrute = optimize.brute(f, rranges, args=params, full_output=True,
+    ...                           finish=optimize.fmin)
+    >>> resbrute[0]  # global minimum
+    array([-1.05665192,  1.80834843])
+    >>> resbrute[1]  # function value at global minimum
+    -3.4085818767
+
+    Note that if `finish` had been set to None, we would have gotten the
+    gridpoint [-1.0 1.75] where the rounded function value is -2.892.
+
+    """
+    N = len(ranges)
+    if N > 40:
+        raise ValueError("Brute Force not possible with more "
+                         "than 40 variables.")
+    lrange = list(ranges)
+    for k in range(N):
+        if not isinstance(lrange[k], slice):
+            if len(lrange[k]) < 3:
+                lrange[k] = tuple(lrange[k]) + (complex(Ns),)
+            lrange[k] = slice(*lrange[k])
+    if (N == 1):
+        lrange = lrange[0]
+
+    grid = np.mgrid[lrange]
+
+    # obtain an array of parameters that is iterable by a map-like callable
+    inpt_shape = grid.shape
+    if (N > 1):
+        grid = np.reshape(grid, (inpt_shape[0], np.prod(inpt_shape[1:]))).T
+
+    if not np.iterable(args):
+        args = (args,)
+
+    wrapped_func = _Brute_Wrapper(func, args)
+
+    # iterate over input arrays, possibly in parallel
+    with MapWrapper(pool=workers) as mapper:
+        Jout = np.array(list(mapper(wrapped_func, grid)))
+        if (N == 1):
+            grid = (grid,)
+            Jout = np.squeeze(Jout)
+        elif (N > 1):
+            Jout = np.reshape(Jout, inpt_shape[1:])
+            grid = np.reshape(grid.T, inpt_shape)
+
+    Nshape = shape(Jout)
+
+    indx = argmin(Jout.ravel(), axis=-1)
+    Nindx = np.empty(N, int)
+    xmin = np.empty(N, float)
+    for k in range(N - 1, -1, -1):
+        thisN = Nshape[k]
+        Nindx[k] = indx % Nshape[k]
+        indx = indx // thisN
+    for k in range(N):
+        xmin[k] = grid[k][tuple(Nindx)]
+
+    Jmin = Jout[tuple(Nindx)]
+    if (N == 1):
+        grid = grid[0]
+        xmin = xmin[0]
+
+    if callable(finish):
+        # set up kwargs for `finish` function
+        finish_args = _getfullargspec(finish).args
+        finish_kwargs = dict()
+        if 'full_output' in finish_args:
+            finish_kwargs['full_output'] = 1
+        if 'disp' in finish_args:
+            finish_kwargs['disp'] = disp
+        elif 'options' in finish_args:
+            # pass 'disp' as `options`
+            # (e.g., if `finish` is `minimize`)
+            finish_kwargs['options'] = {'disp': disp}
+
+        # run minimizer
+        res = finish(func, xmin, args=args, **finish_kwargs)
+
+        if isinstance(res, OptimizeResult):
+            xmin = res.x
+            Jmin = res.fun
+            success = res.success
+        else:
+            xmin = res[0]
+            Jmin = res[1]
+            success = res[-1] == 0
+        if not success:
+            if disp:
+                warnings.warn("Either final optimization did not succeed or `finish` "
+                              "does not return `statuscode` as its last argument.",
+                              RuntimeWarning, stacklevel=2)
+
+    if full_output:
+        return xmin, Jmin, grid, Jout
+    else:
+        return xmin
+
+
+class _Brute_Wrapper:
+    """
+    Object to wrap user cost function for optimize.brute, allowing picklability
+    """
+
+    def __init__(self, f, args):
+        self.f = f
+        self.args = [] if args is None else args
+
+    def __call__(self, x):
+        # flatten needed for one dimensional case.
+        return self.f(np.asarray(x).flatten(), *self.args)
+
+
+def show_options(solver=None, method=None, disp=True):
+    """
+    Show documentation for additional options of optimization solvers.
+
+    These are method-specific options that can be supplied through the
+    ``options`` dict.
+
+    Parameters
+    ----------
+    solver : str
+        Type of optimization solver. One of 'minimize', 'minimize_scalar',
+        'root', 'root_scalar', 'linprog', or 'quadratic_assignment'.
+    method : str, optional
+        If not given, shows all methods of the specified solver. Otherwise,
+        show only the options for the specified method. Valid values
+        corresponds to methods' names of respective solver (e.g., 'BFGS' for
+        'minimize').
+    disp : bool, optional
+        Whether to print the result rather than returning it.
+
+    Returns
+    -------
+    text
+        Either None (for disp=True) or the text string (disp=False)
+
+    Notes
+    -----
+    The solver-specific methods are:
+
+    `scipy.optimize.minimize`
+
+    - :ref:`Nelder-Mead <optimize.minimize-neldermead>`
+    - :ref:`Powell      <optimize.minimize-powell>`
+    - :ref:`CG          <optimize.minimize-cg>`
+    - :ref:`BFGS        <optimize.minimize-bfgs>`
+    - :ref:`Newton-CG   <optimize.minimize-newtoncg>`
+    - :ref:`L-BFGS-B    <optimize.minimize-lbfgsb>`
+    - :ref:`TNC         <optimize.minimize-tnc>`
+    - :ref:`COBYLA      <optimize.minimize-cobyla>`
+    - :ref:`COBYQA      <optimize.minimize-cobyqa>`
+    - :ref:`SLSQP       <optimize.minimize-slsqp>`
+    - :ref:`dogleg      <optimize.minimize-dogleg>`
+    - :ref:`trust-ncg   <optimize.minimize-trustncg>`
+
+    `scipy.optimize.root`
+
+    - :ref:`hybr              <optimize.root-hybr>`
+    - :ref:`lm                <optimize.root-lm>`
+    - :ref:`broyden1          <optimize.root-broyden1>`
+    - :ref:`broyden2          <optimize.root-broyden2>`
+    - :ref:`anderson          <optimize.root-anderson>`
+    - :ref:`linearmixing      <optimize.root-linearmixing>`
+    - :ref:`diagbroyden       <optimize.root-diagbroyden>`
+    - :ref:`excitingmixing    <optimize.root-excitingmixing>`
+    - :ref:`krylov            <optimize.root-krylov>`
+    - :ref:`df-sane           <optimize.root-dfsane>`
+
+    `scipy.optimize.minimize_scalar`
+
+    - :ref:`brent       <optimize.minimize_scalar-brent>`
+    - :ref:`golden      <optimize.minimize_scalar-golden>`
+    - :ref:`bounded     <optimize.minimize_scalar-bounded>`
+
+    `scipy.optimize.root_scalar`
+
+    - :ref:`bisect  <optimize.root_scalar-bisect>`
+    - :ref:`brentq  <optimize.root_scalar-brentq>`
+    - :ref:`brenth  <optimize.root_scalar-brenth>`
+    - :ref:`ridder  <optimize.root_scalar-ridder>`
+    - :ref:`toms748 <optimize.root_scalar-toms748>`
+    - :ref:`newton  <optimize.root_scalar-newton>`
+    - :ref:`secant  <optimize.root_scalar-secant>`
+    - :ref:`halley  <optimize.root_scalar-halley>`
+
+    `scipy.optimize.linprog`
+
+    - :ref:`simplex           <optimize.linprog-simplex>`
+    - :ref:`interior-point    <optimize.linprog-interior-point>`
+    - :ref:`revised simplex   <optimize.linprog-revised_simplex>`
+    - :ref:`highs             <optimize.linprog-highs>`
+    - :ref:`highs-ds          <optimize.linprog-highs-ds>`
+    - :ref:`highs-ipm         <optimize.linprog-highs-ipm>`
+
+    `scipy.optimize.quadratic_assignment`
+
+    - :ref:`faq             <optimize.qap-faq>`
+    - :ref:`2opt            <optimize.qap-2opt>`
+
+    Examples
+    --------
+    We can print documentations of a solver in stdout:
+
+    >>> from scipy.optimize import show_options
+    >>> show_options(solver="minimize")
+    ...
+
+    Specifying a method is possible:
+
+    >>> show_options(solver="minimize", method="Nelder-Mead")
+    ...
+
+    We can also get the documentations as a string:
+
+    >>> show_options(solver="minimize", method="Nelder-Mead", disp=False)
+    Minimization of scalar function of one or more variables using the ...
+
+    """
+    import textwrap
+
+    doc_routines = {
+        'minimize': (
+            ('bfgs', 'scipy.optimize._optimize._minimize_bfgs'),
+            ('cg', 'scipy.optimize._optimize._minimize_cg'),
+            ('cobyla', 'scipy.optimize._cobyla_py._minimize_cobyla'),
+            ('cobyqa', 'scipy.optimize._cobyqa_py._minimize_cobyqa'),
+            ('dogleg', 'scipy.optimize._trustregion_dogleg._minimize_dogleg'),
+            ('l-bfgs-b', 'scipy.optimize._lbfgsb_py._minimize_lbfgsb'),
+            ('nelder-mead', 'scipy.optimize._optimize._minimize_neldermead'),
+            ('newton-cg', 'scipy.optimize._optimize._minimize_newtoncg'),
+            ('powell', 'scipy.optimize._optimize._minimize_powell'),
+            ('slsqp', 'scipy.optimize._slsqp_py._minimize_slsqp'),
+            ('tnc', 'scipy.optimize._tnc._minimize_tnc'),
+            ('trust-ncg',
+             'scipy.optimize._trustregion_ncg._minimize_trust_ncg'),
+            ('trust-constr',
+             'scipy.optimize._trustregion_constr.'
+             '_minimize_trustregion_constr'),
+            ('trust-exact',
+             'scipy.optimize._trustregion_exact._minimize_trustregion_exact'),
+            ('trust-krylov',
+             'scipy.optimize._trustregion_krylov._minimize_trust_krylov'),
+        ),
+        'root': (
+            ('hybr', 'scipy.optimize._minpack_py._root_hybr'),
+            ('lm', 'scipy.optimize._root._root_leastsq'),
+            ('broyden1', 'scipy.optimize._root._root_broyden1_doc'),
+            ('broyden2', 'scipy.optimize._root._root_broyden2_doc'),
+            ('anderson', 'scipy.optimize._root._root_anderson_doc'),
+            ('diagbroyden', 'scipy.optimize._root._root_diagbroyden_doc'),
+            ('excitingmixing', 'scipy.optimize._root._root_excitingmixing_doc'),
+            ('linearmixing', 'scipy.optimize._root._root_linearmixing_doc'),
+            ('krylov', 'scipy.optimize._root._root_krylov_doc'),
+            ('df-sane', 'scipy.optimize._spectral._root_df_sane'),
+        ),
+        'root_scalar': (
+            ('bisect', 'scipy.optimize._root_scalar._root_scalar_bisect_doc'),
+            ('brentq', 'scipy.optimize._root_scalar._root_scalar_brentq_doc'),
+            ('brenth', 'scipy.optimize._root_scalar._root_scalar_brenth_doc'),
+            ('ridder', 'scipy.optimize._root_scalar._root_scalar_ridder_doc'),
+            ('toms748', 'scipy.optimize._root_scalar._root_scalar_toms748_doc'),
+            ('secant', 'scipy.optimize._root_scalar._root_scalar_secant_doc'),
+            ('newton', 'scipy.optimize._root_scalar._root_scalar_newton_doc'),
+            ('halley', 'scipy.optimize._root_scalar._root_scalar_halley_doc'),
+        ),
+        'linprog': (
+            ('simplex', 'scipy.optimize._linprog._linprog_simplex_doc'),
+            ('interior-point', 'scipy.optimize._linprog._linprog_ip_doc'),
+            ('revised simplex', 'scipy.optimize._linprog._linprog_rs_doc'),
+            ('highs-ipm', 'scipy.optimize._linprog._linprog_highs_ipm_doc'),
+            ('highs-ds', 'scipy.optimize._linprog._linprog_highs_ds_doc'),
+            ('highs', 'scipy.optimize._linprog._linprog_highs_doc'),
+        ),
+        'quadratic_assignment': (
+            ('faq', 'scipy.optimize._qap._quadratic_assignment_faq'),
+            ('2opt', 'scipy.optimize._qap._quadratic_assignment_2opt'),
+        ),
+        'minimize_scalar': (
+            ('brent', 'scipy.optimize._optimize._minimize_scalar_brent'),
+            ('bounded', 'scipy.optimize._optimize._minimize_scalar_bounded'),
+            ('golden', 'scipy.optimize._optimize._minimize_scalar_golden'),
+        ),
+    }
+
+    if solver is None:
+        text = ["\n\n\n========\n", "minimize\n", "========\n"]
+        text.append(show_options('minimize', disp=False))
+        text.extend(["\n\n===============\n", "minimize_scalar\n",
+                     "===============\n"])
+        text.append(show_options('minimize_scalar', disp=False))
+        text.extend(["\n\n\n====\n", "root\n",
+                     "====\n"])
+        text.append(show_options('root', disp=False))
+        text.extend(['\n\n\n=======\n', 'linprog\n',
+                     '=======\n'])
+        text.append(show_options('linprog', disp=False))
+        text = "".join(text)
+    else:
+        solver = solver.lower()
+        if solver not in doc_routines:
+            raise ValueError(f'Unknown solver {solver!r}')
+
+        if method is None:
+            text = []
+            for name, _ in doc_routines[solver]:
+                text.extend(["\n\n" + name, "\n" + "="*len(name) + "\n\n"])
+                text.append(show_options(solver, name, disp=False))
+            text = "".join(text)
+        else:
+            method = method.lower()
+            methods = dict(doc_routines[solver])
+            if method not in methods:
+                raise ValueError(f"Unknown method {method!r}")
+            name = methods[method]
+
+            # Import function object
+            parts = name.split('.')
+            mod_name = ".".join(parts[:-1])
+            __import__(mod_name)
+            obj = getattr(sys.modules[mod_name], parts[-1])
+
+            # Get doc
+            doc = obj.__doc__
+            if doc is not None:
+                text = textwrap.dedent(doc).strip()
+            else:
+                text = ""
+
+    if disp:
+        print(text)
+        return
+    else:
+        return text